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Distribution of product and quotient of Bessel function variates

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Summary

In this paper, the technique of Mellin transforms is employed to obtain the distribution of the product and quotient of two independent Bessel function random variables. Two different types of Bessel function variates are considered. The results are then specialized to yield a wide variety of classical distributions of importance in applications.

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Supported by Air Force Office of Scientific Research Grant AF-AFOSR-68-1411.

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Kotz, S., Srinivasan, R. Distribution of product and quotient of Bessel function variates. Ann Inst Stat Math 21, 201–210 (1969). https://doi.org/10.1007/BF02532244

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  • DOI: https://doi.org/10.1007/BF02532244

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