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Biometrika 1966 53(3-4):615-617; doi:10.1093/biomet/53.3-4.615
© 1966 by Biometrika Trust
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MISCELLANEA

On sums and products of rectangular variates

H. L. GRAY and P. L. ODELL

Tracor, Inc. Austin, Texas
The University of Texas Austin, Texas

The distribution of any linear combination of a finite number of rectangular variates from possibly n distinct intervals is developed by means of the Laplace transform. The distribution is demomtrated in a compect form which is quite suitable for computational purposes. The extension of the method to products of uniform variates is indicated. The results are exemplified.


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