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2017 | OriginalPaper | Buchkapitel

6. Products of Random Variables

verfasst von : John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis

Erschienen in: Computational Probability

Verlag: Springer International Publishing

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Abstract

This chapter describes an algorithm for computing the PDF of the product of two independent continuous random variables. This algorithm has been implemented in the Product procedure in APPL. The algorithms behind the Transform and BiTransform procedures from the two previous chapters differ fundamentally from the algorithm behind the Product procedure in that the transformation algorithms are more general whereas determining the distribution of the product of two random variables is more specific. Some examples given in the chapter demonstrate the algorithm’s application.

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Vorheriges Kapitel Bivariate Transformations of Random Variables

Nächstes Kapitel Data Structures and Simple Algorithms

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Titel: Products of Random Variables
verfasst von: John H. Drew
Diane L. Evans
Andrew G. Glen
Lawrence M. Leemis
Verlag: Springer International Publishing
Buch: Computational Probability
Print ISBN: 978-3-319-43321-9

Electronic ISBN: 978-3-319-43323-3

Copyright-Jahr: 2017
DOI: https://doi.org/10.1007/978-3-319-43323-3_6

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