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Distributions of products involving the type ii Bessel function random variable

Mridula Garg, Jaya Agrawal and Saralees Nadarajah

Statistica, 2010, vol. 70, issue 2, 209-227

Abstract: The aim of the present paper is to study the distributions of product of two independent random variables X and Y which are not everywhere positive. We have taken X to be a type II Bessel function random variate whereas Y belongs to one of normal, Pearson VII or Maxwell-Boltzmann families of distributions. Several special cases have also been obtained.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:70:y:2010:i:2:p:209-227

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