
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 noncentral Chisquare distribution, then W is distributed according to the Chisquare 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 twopoint 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