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Math Help - To get a resultant Gaussian

  1. #1
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    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 ).?
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by aliyamazhar View Post
    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
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