The Bessel ratio distribution

DOI10.1016/J.CRMA.2006.09.031MaRDI QIDQ857099zbMATH OpenOpenAlexFDO

Authors Samuel Kotz, Saralees Nadarajah

Publication date 14 December 2006

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2006.09.031

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• scientific article; zbMATH DE number 48232 (Why is no real title available?)
• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• scientific article; zbMATH DE number 3103179 (Why is no real title available?)
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Exact moments of a ratio of two positive quadratic forms in normal variables
• The exact density function of the ratio of two dependent linear combinations of chi-square variables

Cited in

(5)

• The Bessel line ensemble
• scientific article; zbMATH DE number 5119107 (Why is no real title available?)
• The distribution of the product of independent variance-gamma random variables
• The variance-gamma ratio distribution
• Ratio of Logistic and Bessel Random Variables

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