If iv got independent random variables Y1 ~ LN(1, ) and Y2 ~ LN(2, 2 )....
am i right in thinking that X=Y1+Y2 has distribution LN(3, 3 )?
How do i find the distribution of W=Y1Y2?
Theorem: If X and Y are two independent and continuous random variables with pdf’s f(x) and g(y) respectively, then the sum U = X + Y is a continuous random variable with pdf given by .
Theorem: If X and Y are two independent and continuous random variables with pdf’s f(x) and g(y) respectively and Pr(X = 0) = Pr(Y = 0) = 0, then the product U = XY is a continuous random variable with pdf given by .