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The distribution of the product of two triangular random variables

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  • Glickman, Theodore S.
  • Xu, Feng

Abstract

Although computer simulation can be used to determine the distribution of the product of two triangularly distributed variables for a specific application, a closed-form expression is preferable in general. Assuming independence, the closed-form probability density function of this product is derived.

Suggested Citation

  • Glickman, Theodore S. & Xu, Feng, 2008. "The distribution of the product of two triangular random variables," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2821-2826, November.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:16:p:2821-2826
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    References listed on IDEAS

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    1. Glen, Andrew G. & Leemis, Lawrence M. & Drew, John H., 2004. "Computing the distribution of the product of two continuous random variables," Computational Statistics & Data Analysis, Elsevier, vol. 44(3), pages 451-464, January.
    2. D Johnson, 2002. "Triangular approximations for continuous random variables in risk analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 53(4), pages 457-467, April.
    3. Samuel Kotz & R. Srinivasan, 1969. "Distribution of product and quotient of Bessel function variates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 201-210, December.
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    Cited by:

    1. Selim Gündüz & Ali Genç, 2015. "The distribution of the quotient of two triangularly distributed random variables," Statistical Papers, Springer, vol. 56(2), pages 291-310, May.
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    4. Fernando Rojas, 2017. "A methodology for stochastic inventory modelling with ARMA triangular distribution for new products," Cogent Business & Management, Taylor & Francis Journals, vol. 4(1), pages 1270706-127, January.
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    6. Dariusz Młyński & Anna Młyńska & Krzysztof Chmielowski & Jan Pawełek, 2020. "Investigation of the Wastewater Treatment Plant Processes Efficiency Using Statistical Tools," Sustainability, MDPI, vol. 12(24), pages 1-16, December.

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