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2007 / March Volume 2 No.1
On the product and ratio of $t$ and Bessel random variables
Published Date
2007 / March
Title
On the product and ratio of $t$ and Bessel random variables
Author
Saralees Nadarajah, Samuel Kotz
Keyword
Bessel function distribution, products of random variables, ratios of random variables, t distribution, Bessel function distribution, products of random variables, ratios of random variables, $t$ distribution
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Pagination
55-66
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 Student's $t$ and Bessel function random variables distributed independently of each other.
AMS Subject
Classification
33C90, 62E99
Received
2005-10-06
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