International Journal of Mathematics and Mathematical Sciences
Volume 2005 (2005), Issue 18, Pages 2977-2989
doi:10.1155/IJMMS.2005.2977
On the product and ratio of Bessel random variables
Saralees Nadarajah1
and Arjun K. Gupta2
1Department of Statistics, College of Arts and Sciences, University of Nebraska, Lincoln 68583-0712, NE, USA
2Department of Mathematics and Statistics, College of Arts and Sciences, Bowling Green State University, Bowling Green 43403-0221, OH, USA
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.