The Variance of the Product of K Random Variables

DOI10.2307/2282440zbMATH Open0102.35505OpenAlexW4241735875MaRDI QIDQ3285960FDOQ3285960

Authors Leo A. Goodman

Publication date 1962

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2282440

zbMATH Keywords

statistics

Cited in

(7)

• Rare-event probability estimation with conditional Monte Carlo
• An application of sensitivity analysis to a linear programming problem
• Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
• Theoretical formulation of finite-dimensional discrete phase spaces. II. On the uncertainty principle for Schwinger unitary operators
• A note on the time series which is the product of two stationary time series
• Gains in efficiency from joint estimation of systems of autoregressive- moving average processes
• Expectation and variance of item resemblance distributions in a convolution-correlation model of distributed memory

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