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November 5th, 2009, 02:10 PM
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| |  pdf of multiplitude of two RVS
Suppose I have 2 norm RVs of equal std = s: x,y
So what is the pdf of z with z=xy?
I tried googling this question but ...
Thanks! |
November 5th, 2009, 05:12 PM
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are these normal rvs?
Let Z=XY and W=Y and find the joint density of Z and W.
Then integrate out W. |
November 6th, 2009, 08:29 AM
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| | Thanks!
Yes They are indentical independent Normal. Quote:
Originally Posted by matheagle  are these normal rvs?
Let Z=XY and W=Y and find the joint density of Z and W.
Then integrate out W. | |
November 6th, 2009, 02:56 PM
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Quote:
Originally Posted by soliton Suppose I have 2 norm RVs of equal std = s: x,y
So what is the pdf of z with z=xy?
I tried googling this question but ...
Thanks! | Read this: http://www.math.wm.edu/~leemis/2003csada.pdf
Thread of related interest: Difference of Two Squared Normal Random Variables
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