On computing distributions of products of non-negative independent random variables

DOI10.1016/j.acha.2018.01.002OpenAlexW2785606643MaRDI QIDQ1713643

Ignas Satkauskas, Gregory Beylkin, Lucas Monzón

Publication date: 25 January 2019

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.07762

zbMATH Keywords

probability density functionproduct of non-negative independent random variables

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Related Items

Distributions of the ratio and product of two independent Weibull and Lindley random variables ⋮ On computing distributions of products of random variables via Gaussian multiresolution analysis

Uses Software

• DLMF

Cites Work

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