On the product and ratio of Laplace and Bessel random variables

Nadarajah, Saralees

J. Appl. Math., Tome 2005 (2005) no. 1, p. 393-402 / Harvested from Project Euclid

Résumé

The distributions of products and ratios of random variables are of interest in many areas of the sciences. In this paper, the exact distributions of the product $| XY |$ and the ratio $| X/Y|$ are derived when $X$ and $Y$ are Laplace and Bessel function random variables distributed independently of each other.

Publié le : 2005-12-11
Classification:

@article{1135272207,
     author = {Nadarajah, Saralees},
     title = {On the product and ratio of Laplace and Bessel random variables},
     journal = {J. Appl. Math.},
     volume = {2005},
     number = {1},
     year = {2005},
     pages = { 393-402},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1135272207}
}

Nadarajah, Saralees. On the product and ratio of Laplace and Bessel random variables. J. Appl. Math., Tome 2005 (2005) no. 1, pp.  393-402. http://gdmltest.u-ga.fr/item/1135272207/