SOME PRODUCT BESSEL DENSITY DISTRIBUTIONS

Some Distributions Involving Bessel Functions

Product Bessel Distributions of the First and Second Kinds

Beta Bessel distributions

Three new distributions on the unit interval [0,1] are introduced which generalize the standard beta distribution. These distributions involve the Bessel function. Expression is derived for their shapes, particular cases, and the nthmoments. Estimation by themethod of maximum likelihood and Bayes estimation are discussed. Finally, an application to consumer price indices is illustrated to show ...

Some Integrals Involving Bessel Functions Some Integrals Involving Bessel Functions

A number of new definite integrals involving Bessel functions are presented. These have been derived by finding new integral representations for the product of two Bessel functions of different order and argument in terms of the generalized hypergeometric function with subsequent reduction to special cases. Connection is made with Weber's second exponential integral and Laplace transforms of pr...

Maximum Distributions of Noncolliding Bessel Bridges

The one-dimensional Brownian motion starting from the origin at time t = 0, conditioned to return to the origin at time t = 1 and to stay positive during time interval 0 < t < 1, is called the Bessel bridge with duration 1. We consider theN -particle system of such Bessel bridges conditioned never to collide with each other in 0 < t < 1, which is the continuum limit of the vicious walk model in...