On the product and ratio of Laplace and Bessel random variables

Saralees Nadarajah

Journal of Applied Mathematics, 2005, vol. 2005, issue 4, 393-402

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.

Date: 2005
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https://doi.org/10.1155/JAM.2005.393

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2005:y:2005:i:4:p:393-402

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