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Exact Distribution of the Product of Two or More Logistic Random Variables

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Abstract

Without a doubt, the logistic distribution is the most popular statistical model in the social sciences and related areas. Motivated by the importance of products of random variables in these areas, we derive the exact distributions of | X 1 X 2 | and | X 1 X 2 ⋯ X p  | when X m are independent logistic random variables. Tabulations of the associated percentage points are provided and possible extensions discussed.

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Authors and Affiliations

  1. School of Mathematics, University of Manchester, Manchester, M60 1QD, UK

    Saralees Nadarajah

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  1. Saralees Nadarajah
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Correspondence to Saralees Nadarajah.

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Nadarajah, S. Exact Distribution of the Product of Two or More Logistic Random Variables. Methodol Comput Appl Probab 11, 651–660 (2009). https://doi.org/10.1007/s11009-008-9084-4

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  • DOI: https://doi.org/10.1007/s11009-008-9084-4

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