Numerical evaluation of the distribution of the product of two normal variables

DOI10.1080/00949657808810219MaRDI QIDQ4151567zbMATH OpenOpenAlexFDO

Authors L. W. Cornwell, L. A. Aroian, Vidya S. Taneja

Publication date 1978

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657808810219

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Statistical distribution theory (62E99)

Cites work

• scientific article; zbMATH DE number 3476465 (Why is no real title available?)
• scientific article; zbMATH DE number 3407003 (Why is no real title available?)
• On the Frequency Function of $xy$
• The Probability Function of the Product of Two Normally Distributed Variables

Cited in

(2)

• An algorithm to compute the cdf of the product of two normal random variables
• An approximation to the distribution of the product of two dependent correlation coefficients

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