Distributions of products involving the type II Bessel function random variable

GARG, MRIDULA; Department Of Mathematics-University Of Rajasthan-Jaipur, AGRAWAL, JAYA; Department Of Mathematics-University Of Rajasthan-Jaipur & NADARAJAH, SARALEES; School Of Mathematics-University Of Manchester
The aim of the present paper is to study the distributions of product of two independent random variables X and Y which are not everywhere positive. We have taken X to be a type II Bessel function random variate whereas Y belongs to one of normal, Pearson VII or Maxwell-Boltzmann families of distributions. Several special cases have also been obtained.