Saralees Nadarajah, Samuel Kotz

Exact Distributions of the Product and Ratio of Absolute Values of Pearson Type VII and Bessel Function Random Variables

Abstract:
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 2000: 33C90, 62E99