Stefan:

This cannot be solved without some knowledge of the joint distribution of X and Z
and of Y and Z. (At least the covariance in these distributions.)


Jon Cryer

At 07:52 PM 3/7/2003 +0100, you wrote:
Hi everybody,

I currently try to solve a problem that ends up with the question "What
is the product of two normal distributions?". Unfortunately, I found
nothing useful so far.

Now here is my problem:

I have two normally distributed variables X and Y. These variables are
not independent.

The covariance cov(X,Y) = E(XY) - E(X)*E(Y) is not zero.

What I would like to know is: How does the covariance change, if I add a
normally distributed variable Z (with Mu_Z = 0, Sigma_Z != 0) to Y?


Can I calculate cov(X,Y+Z) based on cov(X,Y) and Sigma_Z ?



Since E(Y + Z) = E(Y), all I would need is some clou on how E(X*(Y+Z)) looks like. But unfortunately, I don't know so far how X*(Y+Z) looks like.

I am thankful for any help!

Stefan

.
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Jon Cryer, Professor Emeritus Dept. of Statistics www.stat.uiowa.edu/~jcryer and Actuarial Science office 319-335-0819 The University of Iowa home 319-351-4639 Iowa City, IA 52242 FAX 319-335-3017

"It ain't so much the things we don't know that get us into trouble.
It's the things we do know that just ain't so." --Artemus Ward



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