ON THE PRODUCT AND RATIO OF BESSEL RANDOM VARIABLES

Authors

Saralees Nadarajah, University of ManchesterFollow
Arjun K. Gupta, Bowling Green State UniversityFollow

Document Type

Article

Date of this Version

2005

Citation

International Journal of Mathematics and Mathematical Sciences 2005:18 (2005) 2977–2989

Comments

Copyright © 2005 Hindawi Publishing Corporation

DOI: 10.1155/IJMMS.2005.2977

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 independent Bessel function random variables. An application of the results is provided by tabulating the associated percentage points.