Continue to Site

Welcome to EDAboard.com

Welcome to our site! EDAboard.com is an international Electronics Discussion Forum focused on EDA software, circuits, schematics, books, theory, papers, asic, pld, 8051, DSP, Network, RF, Analog Design, PCB, Service Manuals... and a whole lot more! To participate you need to register. Registration is free. Click here to register now.

pdf of product of two random variables

Status
Not open for further replies.

wajahat

Advanced Member level 4
Full Member level 1
Joined
Feb 3, 2006
Messages
102
Helped
3
Reputation
6
Reaction score
1
Trophy points
1,298
Activity points
2,097
Hi all,
When we add two random variables,their pdfs are convolved(central limit theorem) .I want to know what happens to the pdf when two random variables are multiplied.Is there any general rule like addition?

Thanking all in anticipation.

regards
wajahat
 

What about taking the log of the product and use convolution?


wajahat said:
Hi all,
When we add two random variables,their pdfs are convolved(central limit theorem) .I want to know what happens to the pdf when two random variables are multiplied.Is there any general rule like addition?

Thanking all in anticipation.

regards
wajahat
 

Dear guys and wajahat, kefko?

Please see this link for the multiplication of two independent gaussian random variables. I hope it can be helpful.

Wajahat: multiplication is different from addition and the convolution of the two pdf's (in the case of addition) can be easily proved.
you must read the title of Functions of several random variables and the transformation of random variables.( I read them from Alberto Leon Garcia book, the are a section in ch4 and ch 3 can help you to understand then deeply)

Best wishes;
Mohammmad

Added after 1 minutes:

sorry i forgot the link, it is:

https://mathworld.wolfram.com/NormalProductDistribution.html
 

Status
Not open for further replies.

Part and Inventory Search

Welcome to EDABoard.com

Sponsor

Back
Top