The exact distribution of products of independent random variables (Q1112488)
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English | The exact distribution of products of independent random variables |
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The exact distribution of products of independent random variables (English)
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1987
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The probability density functions and distribution functions of products of two independent random variables (chi, chi-square, Erlang, exponential, gamma, folded normal, generalized folded normal, Maxwell- Boltzmann and Rayleigh) are obtained in computable forms. Tables are given for certain cases.
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density functions
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products of two independent random variables
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chi
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chi-square
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Erlang
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exponential
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gamma
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folded normal
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generalized folded normal
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Maxwell-Boltzmann
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Rayleigh
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