----- Original Message -----
From: Gautam Sethi <[EMAIL PROTECTED]>
To: <[EMAIL PROTECTED]>
Sent: Friday, June 30, 2000 11:07 AM
Subject: convolution question
>
> 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.
>
......................
The product and convolution are two different things. The product gives a
triangular distribution. If I remember correctly, the distribution is
triangular even if the two have different supports. I never tried out the
convolution.
DAHeiser
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