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A continuous random variable X has a Pareto distribution with parameter α > 0 if it has a density fX(x) = αx-(α+1) for x ≥ 1 and equal to zero elsewhere. Notation X~Pareto(α).

Suppose that X and Y are independent random variables, X~Pareto(α) and Y~Pareto(β) for α ≠ β. Find the density of Z=XY.

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  • Reference No.:- M997559

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