An approach to distribution of the product of two normal variables (Q2870844)
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scientific article; zbMATH DE number 6248589
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| English | An approach to distribution of the product of two normal variables |
scientific article; zbMATH DE number 6248589 |
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21 January 2014
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normal distribution
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inverse coefficient of variation
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numerical integration
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Monte Carlo simulation
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An approach to distribution of the product of two normal variables (English)
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The paper investigates some suitable conditions ensuring that the product of two independent normal random variables can be approximated (in some sense) by a normal distribution. In this respect, the coefficients of variation seem to give some indications. The findings are mainly obtained via numerical integration.
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0.7779264450073242
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0.7440829873085022
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0.7434483766555786
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0.7332375645637512
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