The product of continuous random variables

Oct 2012
256
19
israel
[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
 
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