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I am trying to evaluate the distribution of a normal distribution producted with itself. On http://mathworld.wolfram.com/NormalProductDistribution.html there is a page about the product distribution in the case of two normals distributions of different standard deviations but the same mean of zero.

I was hoping someone had derived the normal self-product distribution in the case of a mean not equal to zero and a standard deviation not equal to zero. Does anyone know how to do this or where I should look?

Cheers,

Natski

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# Normal Self-Product Distribution

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