Georgian Mathematical Journal 13 (2006), No. 2, 333--341
Copyright Heldermann Verlag 2006
Exact Distributions of the Product and Ratio of Absolute Values of Pearson Type VII and Bessel Function Random Variables
Saralees Nadarajah
Dept. of Statistics, University of Nebraska, Lincoln, NE 68583, U.S.A.
snadaraj@unlserve.unl.edu
Samuel Kotz
Dept. of Engineering Management and Systems Engineering, George Washington University, Washington, D.C. 20052, U.S.A.
kotz@gwu.edu
Exact distributions of |XY| and |X/Y| are derived when X and Y are Pearson type VII and Bessel function random variables distributed independently of each other.
Keywords: Bessel function distribution, Pearson type VII distribution, products of random variables, ratios of random variables.
MSC: 33C90, 62E99
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