The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables

We derive the exact distributions of R = X + Y, P = X Y and W = X/(X + Y) and the corresponding moment properties when X and Y follow Lawrence and Lewis's bivariate exponential distribution. The expressions turn out to involve special functions. We also provide extensive tabulations of the percentage points associated with the distributions. These tables-obtained using intensive computing power-will be of use to practitioners of the bivariate exponential distribution. (C) 2005 Elsevier B.V. All rights reserved.