On the product and ratio of Laplace and Bessel random variables

Saralees Nadarajah

Journal of Applied Mathematics, 2005, vol. 2005, 1-10

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 | X Y | and the ratio | X / Y | are derived when X and Y are Laplace and Bessel function random variables distributed independently of each other.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:238476

DOI: 10.1155/JAM.2005.393

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