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X1,...,Xn is iid Weibull with the following distribution function:
a/theta x^{a-1 } exp{ -x^a / theta}, x>0
X^a / theta is a pivotal quantity, and is distributed according to an
exponential rv with rate 1
Y=Product(i=1 to i=n, Xi^a / theta) also is a pivotal quantity because
the Xs are iid. Since we know the distribution of Y, we can find the
distribution of Y.
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There is not much about the distribution of Y in the textbook. I would
like to know more about the distribution of Y. Does it have a name?
I appreciate your help.