Yu, Xuesong schrieb:
Many thanks to Peter for your quick and detailed response to my question.
I tried to run your codes, but seems like u is not defined for functions fp
and fm. what is u?
I believe t=X1*X2
nen0 - m2+c0*u ## for all u's used in integrate: never positive
no, this is
Yu, Xuesong writes:
Does anyone know what the distribution for the product of two correlated
normal? Say I have X~N(a, \sigma1^2) and Y~N(b, \sigma2^2), and the
\rou(X,Y) is not equal to 0, I want to know the pdf or cdf of XY. Thanks
a lot in advance.
There is no closed-form expression
Hi,
Does anyone know what the distribution for the product of two correlated
normal? Say I have X~N(a, \sigma1^2) and Y~N(b, \sigma2^2), and the
\rou(X,Y) is not equal to 0, I want to know the pdf or cdf of XY. Thanks
a lot in advance.
yu
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