A note on the distribution of the product of zero‐mean correlated normal random variables (Q6187974)
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scientific article; zbMATH DE number 7788772
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| English | A note on the distribution of the product of zero‐mean correlated normal random variables |
scientific article; zbMATH DE number 7788772 |
Statements
A note on the distribution of the product of zero‐mean correlated normal random variables (English)
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16 January 2024
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probability density function
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product of correlated normal random variables
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variance-gamma distribution
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