Accession Number:

AD0736166

Title:

On the Distribution of a Product of Two Random Variables

Descriptive Note:

Corporate Author:

CLEMSON UNIV SC DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1971-09-01

Pagination or Media Count:

14.0

Abstract:

Let WUV where U and V are independent random variables. It is shown that if V is distributed according to the non-central Chi-square distribution, then W is distributed according to the Chi-square distribution if and only if U1 with probability 1. If V is normally distributed, it is shown that W is normally distributed if and only if the distribution of U is a two-point distribution.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE