i wrote a little code in matlab that figures out the density of z = x*y where x
and y are both uniformly distributed. in the code i wrote, x and y are
distributed over the same range and my results show a funky looking triangular
distribution with the mode/mean/median in the middle. is this correct? i
remember reading somewhere many moons ago that the product of 2 uniforms is
some other density (i.e. definitely something other than triangular), but my
memory is fuzzy and i can't seem to find that reference. any help will be
appreciated. also, if you know anything about the density of z when x and y
have diff supports ...
best,
gautam.
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