suppose you have two random variables X and Y which are independent,(adsbygoogle = window.adsbygoogle || []).push({});

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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# Density function of product of random variables

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