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Abstract
Obeid and Kadry (2019) tried to study the product and quotient of the independent Pareto and Rayleigh random variables. The distributions they obtained are incorrect and in fact there is no closed form distributions as discussed here. We will mention the errors made and try to establish the correct versions of the probability density functions of these distributions for the truncated Pareto and Rayleigh random variables.
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References
- Glen, A. G., Leemis, L. M., and Drew, J. H. (2004). Computing the distribution of the product of two continuous random variables. Computational statistics & data analysis, 44(3):451–464.
- Obeid, N. and Kadry, S. (2019). On the product and ratio of pareto and rayleigh random variables. Pak. J. Stat, 35(4):285–300.