On the product and ratio of $t$ and Bessel random variables
by Saralees Nadarajah   Samuel Kotz  

Vol. 2 No. 1 (2007) P.55~P.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.

KEYWORDS
Bessel function distribution, products of random variables, ratios of random variables, $t$ distribution

MATHEMATICAL SUBJECT CLASSIFICATION 2010
Primary: 33C90, 62E99

MILESTONES

Received: 2005-05-13
Revised : 2005-10-06
Accepted:

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