Oh, yes, they were standard normal in the A/B example I mentioned. My bad. Though I'm not sure if I can say my variables are standard normal variables.
How do I find the probabilty density function of a variable y being y=ab, knowing the probabilty density functions of both a and b? I know how to use the method to calculate it for a/b - which gives 1/pi*(a²/b²+1) - using variable substitution and the jacobian matrix and determinant, but which...
