The Distribution of Products, Quotients and Powers of Independent <i>H</i>-Function Variates

Abstract

This paper introduces a new probability distribution based on the H-function of Fox. The distribution is shown to be a generalization of most common “nonnegative” (Pr $\Pr ([X < 0] = 0)$ distributions. Furthermore, it is proved that products, quotients and powers of H-function variates are H-function variates. Several examples are given.