On computing distributions of products of non-negative independent random variables

DOI10.1016/J.ACHA.2018.01.002OpenAlexW2785606643MaRDI QIDQ1713643FDOQ1713643

Authors: Gregory Beylkin, Lucas Monzón, Ignas Satkauskas 

Publication date: 25 January 2019

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.07762

zbMATH Keywords

probability density functionproduct of non-negative independent random variables

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites Work

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Cited In (11)

• The distribution of the product of powers of independent uniform random variables -- a simple but useful tool to address and better understand the structure of some distributions
• Exact distribution of the product of \(N\) Student's \(t\) RVs
• On computing distributions of products of non-negative independent random variables
• Distributions of the ratio and product of two independent Weibull and Lindley random variables
• Exact distributions of products of certain random variables
• The Distribution of the Product of Independent Rayleigh Random Variables
• An algorithm to compute the cdf of the product of two normal random variables
• On the Moment Determinacy of Products of Non-identically Distributed Random Variables
• The product distribution of dependent random variables with applications to a discrete-time risk model
• Products of distributions: Nonstandard methods
• On computing distributions of products of random variables via Gaussian multiresolution analysis

Uses Software

• Digital Library of Mathematical Functions

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