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 |