- #1

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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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- Thread starter khotsofalang
- Start date

- #1

- 21

- 0

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

- #2

Homework Helper

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- 69

[tex]

P(Z \le z) = E_Y \left[P\left( XY \le z \mid Y = y\right) \right]

[/tex]

and see what develops.

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