Probability Density Function - Products and Quotients of Independent Random Variables

Products and Quotients of Independent Random Variables

See also: Product distribution and Ratio distribution

Given two independent random variables U and V, each of which has a probability density function, the density of the product Y=UV and quotient Y=U/V can be computed by a change of variables.

Read more about this topic:  Probability Density Function

Famous quotes containing the words products and, products, independent, random and/or variables:

    Isn’t it odd that networks accept billions of dollars from advertisers to teach people to use products and then proclaim that children aren’t learning about violence from their steady diet of it on television!
    Toni Liebman (20th century)

    Good wine needs no bush,
    And perhaps products that people really want need no
    hard-sell or soft-sell TV push.
    Why not?
    Look at pot.
    Ogden Nash (1902–1971)

    The real, then, is that which, sooner or later, information and reasoning would finally result in, and which is therefore independent of the vagaries of me and you. Thus, the very origin of the conception of reality shows that this conception essentially involves the notion of a COMMUNITY, without definite limits, and capable of a definite increase of knowledge.
    Charles Sanders Peirce (1839–1914)

    There is a potential 4-6 percentage point net gain for the President [George Bush] by replacing Dan Quayle on the ticket with someone of neutral stature.
    Mary Matalin, U.S. Republican political advisor, author, and James Carville b. 1946, U.S. Democratic political advisor, author. All’s Fair: Love, War, and Running for President, p. 205, Random House (1994)

    The variables are surprisingly few.... One can whip or be whipped; one can eat excrement or quaff urine; mouth and private part can be meet in this or that commerce. After which there is the gray of morning and the sour knowledge that things have remained fairly generally the same since man first met goat and woman.
    George Steiner (b. 1929)