Thread: To get a resultant Gaussian

Can any body please tell me what two random variables A and B when multiplied together gives a gaussian as answer. (except for both r.vs being already gaussian ).?

Originally Posted by aliyamazhar

Can any body please tell me what two random variables A and B when multiplied together gives a gaussian as answer. (except for both r.vs being already gaussian ).?

Let A be uniformly sistributed on {-1,1} the set with two elements one -1 the other +1. Let U be a Gaussian RV and let B=|U|.

CB