Sciweavers

Share
CSDA
2004

Computing the distribution of the product of two continuous random variables

8 years 10 months ago
Computing the distribution of the product of two continuous random variables
We present an algorithm for computing the probability density function of the product of two independent random variables, along with an implementation of the algorithm in a computer algebra system. We combine this algorithm with the earlier work on transformations of random variables to create an automated algorithm for convolutions of random variables. Some examples demonstrate the algorithm's application. c 2002 Elsevier B.V. All rights reserved.
Andrew G. Glen, Lawrence Leemis, John H. Drew
Added 17 Dec 2010
Updated 17 Dec 2010
Type Journal
Year 2004
Where CSDA
Authors Andrew G. Glen, Lawrence Leemis, John H. Drew
Comments (0)
books