For the product of two independent standard normal variables, see Rose & Smith, Mathematical Statistics with Mathematica, pp. 132-133.
On Fri, 7 Mar 2003, Stefan Mangard 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. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
