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Math Help - pdf of multiplitude of two RVS

  1. #1
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    pdf of multiplitude of two RVS

    Suppose I have 2 norm RVs of equal std = s: x,y
    So what is the pdf of z with z=xy?

    I tried googling this question but ...

    Thanks!
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  2. #2
    MHF Contributor matheagle's Avatar
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    are these normal rvs?
    Let Z=XY and W=Y and find the joint density of Z and W.
    Then integrate out W.
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  3. #3
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    Thanks!

    Yes They are indentical independent Normal.

    Quote Originally Posted by matheagle View Post
    are these normal rvs?
    Let Z=XY and W=Y and find the joint density of Z and W.
    Then integrate out W.
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  4. #4
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    Quote Originally Posted by soliton View Post
    Suppose I have 2 norm RVs of equal std = s: x,y
    So what is the pdf of z with z=xy?

    I tried googling this question but ...

    Thanks!
    Read this: http://www.math.wm.edu/~leemis/2003csada.pdf

    Thread of related interest: http://www.mathhelpforum.com/math-he...variables.html
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