Computing the distribution of the product of two continuous random variables

DOI10.1016/S0167-9473(02)00234-7zbMATH Open1429.62059OpenAlexW2049404034MaRDI QIDQ956779FDOQ956779

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A Generalized Univariate Change-of-Variable Transformation Technique

Cited In (19)

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• 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 uniform distribution product: an approach to the \((Q, r)\) inventory model using R
• The distribution of the product of two triangular random variables
• 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

Uses Software

• Maple
• APPL

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