On the product and ratio of Laplace and Bessel random variables
نویسندگان
چکیده
منابع مشابه
On the Product and Ratio of Laplace and Bessel Random Variables
For given random variables X and Y , the distributions of the product |XY | and the ratio |X/Y | are of interest in many areas of the sciences. In traditional portfolio selection models, certain cases involve the product of random variables. The best examples of this are in the case of investment in a number of different overseas markets. In portfolio diversification models (see, e.g., Grubel [...
متن کاملOn the product and ratio of Bessel random variables
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 independent Bessel function random variables. An application of the results is provided by tabulating the associated percentage points.
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Abstract: The distributions of the product |XY | and the ratio |X/Y | are derived when X and Y are Pearson type VII and Laplace random variables distributed independently of each other. Extensive tabulations of the associated percentage points are also given. Zusammenfassung: Die Verteilungen des Produkts |XY | und des Quotienten |X/Y | sind hergeleitet, falls X und Y unabhängig verteilte Pears...
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The ratio of independent random variables arises in many applied problems. In this article, the distribution of the ratio X/Y is studied, when X and Y are independent Rice random variables. Ratios of such random variable have extensive applications in the analysis of noises of communication systems. The exact forms of probability density function (PDF), cumulative distribution function (CDF) a...
متن کاملON THE PRODUCT AND RATIO OF t AND BESSEL RANDOM VARIABLES BY SARALEES NADARAJAH AND SAMUEL KOTZ
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 Student’s t and Bessel function random variables distributed independently of each other.
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics
سال: 2005
ISSN: 1110-757X,1687-0042
DOI: 10.1155/jam.2005.393