On the Distribution of a Product of Two Random Variables

Abstract

Let W=UV where U and V are independent random variables. It is shown that if V is distributed according to the non-central Chi-square distribution, then W is distributed according to the Chi-square distribution if and only if U=1 with probability 1. If V is normally distributed, it is shown that W is normally distributed if and only if the distribution of U is a two-point distribution.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1971
Accession Number
AD0736166

Entities

People

  • Khursheed Alam

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Data Science
  • Distribution Functions
  • Information Science
  • Mathematics
  • Military Research
  • Normal Distribution
  • Probability
  • Random Variables
  • South Carolina
  • Statistical Analysis
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.