Thread: pdf of multiplitude of two RVS

1. 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!

2. are these normal rvs?
Let Z=XY and W=Y and find the joint density of Z and W.
Then integrate out W.

3. Thanks!

Yes They are indentical independent Normal.

Originally Posted by matheagle
are these normal rvs?
Let Z=XY and W=Y and find the joint density of Z and W.
Then integrate out W.

4. Originally Posted by soliton
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