Some bivariate Bessel distributions
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摘要
We introduce four bivariate Bessel distributions based on a characterizing property involving linear combinations of chi-squared random variables. Some of these distributions turn out to be multi-modal. We derive various representations for their joint densities and product moments. We also discuss ways to construct multivariate generalizations.
论文关键词：Bessel function distribution of the first kind,Bessel function distribution of the second kind,Bivariate Bessel distributions,Chi-squared random variables,Multivariate Bessel distributions
论文评审过程：Available online 6 October 2006.
论文官网地址：https://doi.org/10.1016/j.amc.2006.08.130
