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Math Help - What is the product of a cauchy and a normal distribution?

  1. #1
    bluestone
    Guest

    What is the product of a cauchy and a normal distribution?

    let Z=XY, X is cauchy distribuion,Y is normal distribuion. X and Y is independent.I want to find the distribution of Z.
    how could I get the distribution of z in analytic expression or can we prove the integration is non-integrable?
    can you give me some advice?
    thanks!
    Last edited by bluestone; January 23rd 2007 at 07:38 AM. Reason: wrong described
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  2. #2
    Member
    Joined
    Nov 2006
    Posts
    136
    perhaps you can find the joint distribution of x and y with a double integral.

     D(x,y) = \int \int P(x,y) dx dy or there is some good information on this mathworld page

    Distribution Function -- from Wolfram MathWorld

    sorry cant be more help but im not sure what to do. but this is where id probably start
    Last edited by chogo; January 31st 2007 at 04:00 PM.
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