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On the ratio of Pearson type VII and Bessel random variables. (English) Zbl 1196.62013

Summary: The exact distribution of the ratio \(|X/Y|\) is derived when \(X\) and \(Y\) are, respectively, Pearson type VII and Bessel function random variables distributed independently of each other. This work is motivated by previously published approximate relationships between these two distributions. An application of the result is provided by computing “correction factors” for some of these approximations.

MSC:

62E15 Exact distribution theory in statistics
60E05 Probability distributions: general theory
33C90 Applications of hypergeometric functions