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Thread: The product of continuous random variables

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    The product of continuous random variables

    [FONT=Verdana,Arial,Tahoma,Calibri,Geneva,sans-serif]https://en.wikipedia.org/wiki/Random_variable#Discrete_random_variable

    Hi,
    Prove or disprove:
    The product of two continuous random variables (may be dependent) is always continuous.
    I tried to find a counter example when one of the variables is conditioned by the other one.
    I will be glad for any help.
    Thank's in advance

    https://en.wikipedia.org/wiki/Random_variable
    Last edited by hedi; Feb 10th 2019 at 05:02 PM.
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