Hello,
I have to multiply elements taken from a half normal distributions (HND).
How can I calculate the mean and variance of the result starting from the mean/variance of the HND?
Thanks a lot in advance
Regards,
Giorgio
Hello,
I have to multiply elements taken from a half normal distributions (HND).
How can I calculate the mean and variance of the result starting from the mean/variance of the HND?
Thanks a lot in advance
Regards,
Giorgio
it looks like if $X,Y$ are both distributed as half Normal(0,1) then their product is distributed as
$Z=XY$
$f_Z(z)=\dfrac 2 \pi K_0(z),~0 \leq z$
where $K_0(z)$ is the zeroth order modified Bessel function.
$\mu_z = \dfrac 2 \pi$
$\sigma_Z = \sqrt{1-\left(\dfrac 2 \pi\right)^2}$