We have two independent random variables X and Y whose pdfs are given as f(x) and f(y). Now when you multiply X and Y you get a random variable say Z. Now what is the resulting pdf f(z)?(adsbygoogle = window.adsbygoogle || []).push({});

I mean how is that related to the pdf of f(x) and f(y)?

From what I read it looks like

f(z)=f(x) * f(y)

where "*" represents convolution.

But I couldn't find how you get that.

Thanks a lot :)

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# What is the pdf of multiplication of two random variables?

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