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Path: fang.dsto.defence.gov.au!not-for-mail
From: Amie Albrecht <[EMAIL PROTECTED]>
Newsgroups: aus.mathematics
Subject: Product of two random variables
Date: Thu, 07 Dec 2000 13:16:36 +1030
Organization: Defence Science and Technology Organisation
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Xref: fang.dsto.defence.gov.au aus.mathematics:9980
Greetings...
I am hoping you can help me since I am having trouble locating resources
about this problem.
If X and Y are two normally distributed random variables, then what is
the product XY?
i.e. X ~ N(u1,s1^2)
Y ~ N(u2,s2^2)
XY ~ ?
Any idea as to whether the answer can be closed-form or whether there
are known situations for special circumstances? I am new in this
problem domain and would appreciate any points of reference.
Thanks....
Amie
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