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  • Users: khotsofalang
  • In Set Theory, Logic, Probability, Statistics
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  1. K

    Density function of product of random variables

    suppose you have two random variables X and Y which are independent, we want to form a new random variable Z=XY, if f(x) and f(y) are density functions of X and Y respectively what is the density function of Z? I tried taking logs and applying convolution, but it did not really work
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