An algorithm to compute the cdf of the product of two normal random variables

DOI10.1080/03610919408813168zbMATH Open0825.62019OpenAlexW2048220337MaRDI QIDQ4844141FDOQ4844141

Authors: William Q. Meeker, Luis A. Escobar 

Publication date: 20 August 1995

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813168

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zbMATH Keywords

cumulative distribution functionnumerical integrationbivariate normal distributionfortran

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Mathematical forms of the distribution of the product of two normal variables
• The Probability Function of the Product of Two Normally Distributed Variables
• On the Frequency Function of $xy$
• Numerical evaluation of the distribution of the product of two normal variables

Cited In (3)

• Testing indirect effect with a complete or incomplete dichotomous mediator
• Computing the distribution of the product of two continuous random variables
• An approximation to the distribution of the product of two dependent correlation coefficients

Uses Software

• QUADPACK

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