Journal of Applied Mathematics 
Volume 2005 (2005), Issue 4, Pages 393-402
doi:10.1155/JAM.2005.393

On the product and ratio of Laplace and Bessel random variables

Saralees Nadarajah

Department of Statistics, University of Nebraska, Lincoln 68583, NE, USA

Received 4 November 2004; Revised 8 February 2005

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 Laplace and Bessel function random variables distributed independently of each other.