- #1
jianingli
- 2
- 0
To calculate a p.d.f. of a r.v., I need to integral a product of two bessel function as
\mathcal{L}^{-1} \left( abs^2 K_n( \sqrt{as}) K_n( \sqrt{bs} ) \right)
where \mathcal{L}^{-1} is the inverse Laplace transform.
I think some properties about the bessel function can solve this integral, but I cannot find it. So, please help me.
Thank you very much.
\mathcal{L}^{-1} \left( abs^2 K_n( \sqrt{as}) K_n( \sqrt{bs} ) \right)
where \mathcal{L}^{-1} is the inverse Laplace transform.
I think some properties about the bessel function can solve this integral, but I cannot find it. So, please help me.
Thank you very much.
