The skewness and kurtosis of the product of two normally distributed random variables

DOI10.1080/03610926.2021.1909734OpenAlexW3156797838MaRDI QIDQ5875200

Antonio Seijas-MacÍas, Teresa A. Oliveira, Amílcar Oliveira

Publication date: 3 February 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1909734

zbMATH Keywords

momentsmoment generating functionPearson's inequality

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• On the distribution of the product of correlated normal random variables
• Computing the distribution of the product of two continuous random variables
• Mathematical forms of the distribution of the product of two normal variables
• The Probability Function of the Product of Two Normally Distributed Variables
• A Note on Skewness and Kurtosis

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