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, independent, random and/or variables:

    ... white people, like black ones, are victims of a racist society. They are products of their time and place.
    Shirley Chisholm (b. 1924)

    It is so rare to meet with a man outdoors who cherishes a worthy thought in his mind, which is independent of the labor of his hands. Behind every man’s busy-ness there should be a level of undisturbed serenity and industry, as within the reef encircling a coral isle there is always an expanse of still water, where the depositions are going on which will finally raise it above the surface.
    Henry David Thoreau (1817–1862)

    And catch the gleaming of a random light,
    That tells me that the ship I seek is passing, passing.
    Paul Laurence Dunbar (1872–1906)

    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)