A New R-Function to Estimate the PDF of the Product of Two Uncorrelated Normal Variables
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- Robert E. Gaunt, 2019. "A note on the distribution of the product of zero‐mean correlated normal random variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 73(2), pages 176-179, May.
- Robert E. Gaunt, 2021. "Stein’s method and the distribution of the product of zero mean correlated normal random variables," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(2), pages 280-285, January.
- Robert E. Gaunt, 2022. "The basic distributional theory for the product of zero mean correlated normal random variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(4), pages 450-470, November.
- Dettmann, Carl P. & Georgiou, Orestis, 2009. "Product of n independent uniform random variables," Statistics & Probability Letters, Elsevier, vol. 79(24), pages 2501-2503, December.
- 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.
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Keywords
Rohatgi’s theorem; numerical integration; normal distribution; product normal variables;All these keywords.
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