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On the product and ratio of Laplace and Bessel random variables. (English) Zbl 1092.60005

Summary: 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.

MSC:

60E05 Probability distributions: general theory
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