Computing the distribution of the product of two continuous random variables
نویسندگان
چکیده
We present an algorithm for computing the probability density function of the product of two independent random variables, along with an an implementation of the algorithm in a computer algebra system. We combine this algorithm with earlier work on transformations of random variables to create an automated algorithm for convolutions of random variables. Some examples demonstrate the algorithm’s application.
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 44 شماره
صفحات -
تاریخ انتشار 2004