Computing the distribution of the product of two continuous random variables

DOI10.1016/S0167-9473(02)00234-7MaRDI QIDQ956779zbMATH OpenOpenAlexFDO

Authors Andrew G. Glen, Lawrence M. Leemis, John H. Drew

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00234-7

zbMATH Keywords

algorithmscomputational algebra systemsconvolutionsprobability

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• A Generalized Univariate Change-of-Variable Transformation Technique
• scientific article; zbMATH DE number 3551675 (Why is no real title available?)
• scientific article; zbMATH DE number 3620755 (Why is no real title available?)

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(21)

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• Distinguishing Multiplications from Squaring Operations
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• The uniform distribution product: an approach to the (Q, r) inventory model using R
• Effects of the two-component measurement error model on X control charts
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• Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
• Heavy-tailed NGG-mixture models
• The product distribution of more-than-two correlated normal variables: A didactic review with some new findings
• The distribution of the product of two triangular random variables
• The impact of digital channel distribution on the experience goods industry

Describes a project that uses

Uses Software

• APPL
• Maple

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