Computing the distribution of the product of two continuous random variables

DOI10.1016/S0167-9473(02)00234-7MaRDI QIDQ956779zbMATH OpenOpenAlexFDO

Authors Andrew G. Glen, Lawrence M. Leemis, John H. Drew

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00234-7

zbMATH Keywords

algorithmsprobabilityconvolutionscomputational algebra systems

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• An algorithm to compute the cdf of the product of two normal random variables
• Algorithms for computing the distributions of sums of discrete random variables
• The exact distribution of products of independent random variables
• The distribution of the product of two triangular random variables
• Product of n independent uniform random variables

Cites work

• scientific article; zbMATH DE number 3551675 (Why is no real title available?)
• scientific article; zbMATH DE number 3620755 (Why is no real title available?)
• A Generalized Univariate Change-of-Variable Transformation Technique

Cited in

(19)

• Effects of the two-component measurement error model on \(\bar X\) control charts
• The p-box cdf-intervals: a reliable constraint reasoning with quantifiable information
• Relief inventory modelling with stochastic lead-time and demand
• Product of n independent uniform random variables
• Distinguishing Multiplications from Squaring Operations
• The arithmetic of continuous Z-numbers
• Real-time Bayesian parameter estimation for item response models
• An algorithm to compute the cdf of the product of two normal random variables
• The skewness and kurtosis of the product of two normally distributed random variables
• Integrative genomics with mediation analysis in a survival context
• Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
• Automating bivariate transformations
• The perfect marriage and much more: combining dimension reduction, distance measures and covariance
• The impact of digital channel distribution on the experience goods industry
• The distribution of the product of two triangular random variables
• The uniform distribution product: an approach to the \((Q, r)\) inventory model using R
• Failure time of non homogeneous gamma process
• Algorithms for computing the distributions of sums of discrete random variables
• Distribution of products of independently distributed pathway random variables

Describes a project that uses

Uses Software

• APPL
• Maple

This page was built for publication: Computing the distribution of the product of two continuous random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q956779)