A remark on the distribution of products of independent normal random variables

• Autorzy: Szczepański Jerzy

Identyfikatory

DOI

10.5604/01.3001.0014.7861

• Języki publikacji: EN

Abstrakty

EN

We present a proof of the explicit formula of the probability density function of the product of normally distributed independent random variables using the multiplicative convolution formula for Meijer G functions.

Słowa kluczowe

EN

normal distribution; Meijer G-functions

PL

rozkład normalny; funkcja G. Meijera

• Wydawca: Państwowa Wyższa Szkoła Zawodowa w Tarnowie
• Czasopismo: Science, Technology and Innovation
• Rocznik: 2020
• Tom: Vol. 10, no. 3
• Strony: 30--37
• Opis fizyczny: Bibliogr. 11 poz., wykr.

Twórcy

autor

Szczepański Jerzy

• Jagiellonian Universtity, Faculty of Mathematics and Computer Science, ul. S. Łojasiewicza 6, 30-348 Kraków, Poland

Bibliografia

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