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Distributions of products involving the type ii Bessel function random variable

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  • Mridula Garg
  • Jaya Agrawal
  • Saralees Nadarajah

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.

Suggested Citation

  • Mridula Garg & Jaya Agrawal & Saralees Nadarajah, 2010. "Distributions of products involving the type ii Bessel function random variable," Statistica, Department of Statistics, University of Bologna, vol. 70(2), pages 209-227.
    • Handle: RePEc:bot:rivsta:v:70:y:2010:i:2:p:209-227
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