In this short note, an upper tolerance limit of (P,\(\gamma)\) type is derived for the product of two Pareto random variables. The construction of that statistics follows mainly the procedure of I. J. Hall and C. B. Sampson [Tolerance limits for the distribution of the product and quotient of normal variates. Biometrics 29, 109-113 (1973)] in the case of the product of two normal variables.
In the case studied here, no approximation is needed, since the log- Pareto variable obeys an exponential law. There is used also the standardized distribution of the sum of two log-Pareto variables.