Herman Rubin <[EMAIL PROTECTED]> wrote:
: In article <002a01bfe2f1$5548e6e0$[EMAIL PROTECTED]>,
: David A. Heiser <[EMAIL PROTECTED]> wrote:
:>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.
: The convolution is the distribution of the sum; the product
: has a quite different distribution.
: The distribution of the sum for different ranges is a symmetric
: trapezoid, with the central part having the density of the one
: with larger range and length the difference of the ranges. If
: the ranges are equal, this becomes a triangle; proof left to
: the reader.
thanks herman. i was able to derive the convolution pretty easily. however,
the product seems a lot harder. is the product easy to figure out too? any
tips and tricks i should know? someone suggested that the density of z = x*y
is -log(x) if both x and y have the support [0,1]. is this correct?
best,
gautam.
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