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

This paper deals with the distribution of the statistics $Y = X_1 X_2 $ and $Z = X_1 /X_2 $, where $(X_1 ,X_2 )$ are jointly distributed random variables. The results are applied to the cases where (i) $X_1 ,X_2 $ are the rth and sth order statistics from the uniform and negative exponential populations and (ii) $(X_1 ,X_2 )$ have the bivariate normal distribution.