ON THE PRODUCT AND RATIO OF LAPLACE AND BESSEL RANDOM VARIABLES

Authors

Sarlees Nadarajah, University of ManchesterFollow

Date of this Version

2005

Citation

Journal of Applied Mathematics 2005:4 (2005) 393–402

Comments

Copyright © 2005 Hindawi Publishing Corporation

DOI: 10.1155/JAM.2005.393

Abstract

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.