An approach to distribution of the product of two normal variables

DOI10.7151/DMPS.1146MaRDI QIDQ2870844zbMATH OpenOpenAlexFDO

Authors Antonio Seijas-Macías, Amílcar Oliveira

Publication date 21 January 2014

Published in Discussiones Mathematicae. Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/dmps.1146

zbMATH Keywords

normal distributionnumerical integrationMonte Carlo simulationinverse coefficient of variation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• On the distribution of the product of correlated normal random variables
• Products of independent, normally attracted random variables
• An approximation to the distribution of the product of two dependent correlation coefficients
• The exact distribution of products of independent random variables
• scientific article; zbMATH DE number 4111794

Cited in

(9)

• Products of independent, normally attracted random variables
• Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors
• An algorithm to compute the cdf of the product of two normal random variables
• Bayesian Computation in Dynamic Latent Factor Models
• Deformed normal distributions
• The perfect marriage and much more: combining dimension reduction, distance measures and covariance
• An approximation to the distribution of the product of two dependent correlation coefficients
• On the distribution of the product of correlated normal random variables
• The basic distributional theory for the product of zero mean correlated normal random variables

This page was built for publication: An approach to distribution of the product of two normal variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2870844)