Accession Number : AD0736166

Title :   On the Distribution of a Product of Two Random Variables

Corporate Author : CLEMSON UNIV SC DEPT OF MATHEMATICAL SCIENCES

Personal Author(s) : Alam, Khursheed

PDF Url : AD0736166

Report Date : SEP 1971

Pagination or Media Count : 14

Abstract : Let W=UV 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 U=1 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.

Descriptors :   *STATISTICAL DISTRIBUTIONS, MULTIVARIATE ANALYSIS, STATISTICAL TESTS, THEOREMS, RANDOM VARIABLES, PROBABILITY DENSITY FUNCTIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE