# Math Help - Finding CDF of a random variable

1. ## Finding CDF of a random variable

How can I find the cumulative distribution function of a random variable that is the product of 2 SI standard normal distribution? For example, H=XY where X and Y are SI standard normal distribution. I finding the double integration of f(x)g(y)dxdy but I got stuck in its complexity... Thanks for any help

2. Originally Posted by boredaxel
How can I find the cumulative distribution function of a random variable that is the product of 2 SI standard normal distribution? For example, H=XY where X and Y are SI standard normal distribution. I finding the double integration of f(x)g(y)dxdy but I got stuck in its complexity... Thanks for any help
Normal Product Distribution -- from Wolfram MathWorld

3. are they indep?

4. yes, they are independent. How do I derive the distribution shown on the website?