Numerical evaluation of the distribution of the product of two normal variables

DOI10.1080/00949657808810219zbMath0374.62027OpenAlexW2063187251MaRDI QIDQ4151567

L. W. Cornwell, Vidya S. Taneja, L. A. Aroian

Publication date: 1978

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657808810219

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Statistical distribution theory (62E99)

Related Items (2)

An approximation to the distribution of the product of two dependent correlation coefficients ⋮ An algorithm to compute the cdf of the product of two normal random variables

Cites Work

• On the Frequency Function of $xy$
• The Probability Function of the Product of Two Normally Distributed Variables
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