Distribution of Product of Dependent RV's(adsbygoogle = window.adsbygoogle || []).push({});

Hello all.

Let's say we have two random variables, say X and Y.

We know the marginal densities for them, say Px(X) and Py(Y).

How do we find the density of Z = X*Y?

The important part here is that X and Y are dependent.

If there are any tips or directions you can point me then great.

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# Distribution of Product of Dependent RV's

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