Drought modeling and products of random variables with exponential kernel

@article{Yang2006DroughtMA,
  title={Drought modeling and products of random variables with exponential kernel},
  author={Dong Won Yang and Saralees Nadarajah},
  journal={Stochastic Environmental Research and Risk Assessment},
  year={2006},
  volume={21},
  pages={123-129}
}
The distribution of products of random variables arises explicitly in many environmental problems. This has increased the need to have available the widest possible range of statistical results on products of random variables. In this paper, we study the exact distribution of P=XY when X is an exponential random variable and Y comes from one of exponential, gamma, Weibull, Pareto or log-normal families. An application of the results is provided to drought data from Nebraska.