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x, y normally distributed, x*y ? distributed
hi guys,hoe can help me to remember some basic statistics?if x is ~N(0,sigma1), y is ~N(0,sigma2),which distribution does x*y have?
x, y normally distributed, x*y ? distributed
If X~N(muX,sigmaX^2) and Y~N(muY,sigmaY^2) are independent normal random variables, then their product XY follows a distribution with density p given by p(z) = (1/(pi*sigmaX*sigmaY))*K0(mod(z) / sigmaX*sigmaY)where K0 is a modified Bessel function of the second kind.
x, y normally distributed, x*y ? distributed
thnx Panang!Though some details:is mod(z) modulus(z)?and what if muX and muY are not equal to zero?
x, y normally distributed, x*y ? distributed
QuoteOriginally posted by: PanangIf X~N(muX,sigmaX^2) and Y~N(muY,sigmaY^2) are independent normal random variables, then their product XY follows a distribution with density p given by p(z) = (1/(pi*sigmaX*sigmaY))*K0(mod(z) / sigmaX*sigmaY)where K0 is a modified Bessel function of the second kind.Are you sure ? It's late and I am sleepy, but what's up with the mod term?