An approach to distribution of the product of two normal variables

DOI10.7151/DMPS.1146zbMATH Open1296.60032OpenAlexW4239060391MaRDI QIDQ2870844FDOQ2870844

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

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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)

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• 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

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