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#1

$Old$ November 5th, 2009, 01:10 PM

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$Default$ 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!

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$Old$ November 5th, 2009, 04:12 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.

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$Old$ November 6th, 2009, 07:29 AM

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Yes They are indentical independent Normal.

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Originally Posted by matheagle $View Post$

are these normal rvs?
Let Z=XY and W=Y and find the joint density of Z and W.
Then integrate out W.

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$Old$ November 6th, 2009, 01:56 PM

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Quote:

Originally Posted by soliton $View Post$

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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