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Math Help - Finding CDF of a random variable

  1. #1
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    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
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    Quote Originally Posted by boredaxel View Post
    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
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  3. #3
    MHF Contributor matheagle's Avatar
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    are they indep?
    Last edited by matheagle; April 17th 2010 at 08:26 AM.
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    yes, they are independent. How do I derive the distribution shown on the website?
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