Elliptically symmetric Bessel distribution: the distribution of $XY$

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Published: Jun 30, 2006
DOI: https://doi.org/10.5556/j.tkjm.37.2006.163

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Saralees Nadarajah
Arjun K. Gupta

Abstract

The exact distribution of the product $XY$ is derived when $(X, Y)$ has the elliptically symmetric Bessel distribution.

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How to Cite
Nadarajah, S., & Gupta, A. K. (2006). Elliptically symmetric Bessel distribution: the distribution of $XY$. Tamkang Journal of Mathematics, 37(2), 185–192. https://doi.org/10.5556/j.tkjm.37.2006.163
Issue
Vol. 37 No. 2 (2006)
Section
Papers
Author Biographies

Saralees Nadarajah

Department of Statistics University of Nebraska Lincoln, Nebraska 68583

Arjun K. Gupta

Department of Mathematics and Statistics Bowling Green State University Bowling Green, Ohio 43403