On Some Applications of Mellin Transforms to Statistics: Dependent Random Variables

This paper deals with the distribution of the statistics Y = X₁ X₂ and Z = X₁ /X₂, where (X₁ ,X₂ ) are jointly distributed random variables. The results are applied to the cases where (i) X₁ ,X₂ are the rth and sth order statistics from the uniform and negative exponential populations and (ii) (X₁ ,X₂ ) have the bivariate normal distribution.