- #1
PlasticOh-No
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Distribution of Product of Dependent RV's
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.
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.