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)

    All that is told of the sea has a fabulous sound to an inhabitant of the land, and all its products have a certain fabulous quality, as if they belonged to another planet, from seaweed to a sailor’s yarn, or a fish story. In this element the animal and vegetable kingdoms meet and are strangely mingled.
    Henry David Thoreau (1817–1862)

    Women, because of their colonial relationship to men, have to fight for their own independence. This fight for our own independence will lead to the growth and development of the revolutionary movement in this country. Only the independent woman can be truly effective in the larger revolutionary struggle.
    Women’s Liberation Workshop, Students for a Democratic Society, Radical political/social activist organization. “Liberation of Women,” in New Left Notes (July 10, 1967)

    Assemble, first, all casual bits and scraps
    That may shake down into a world perhaps;
    People this world, by chance created so,
    With random persons whom you do not know—
    Robert Graves (1895–1985)

    Science is feasible when the variables are few and can be enumerated; when their combinations are distinct and clear. We are tending toward the condition of science and aspiring to do it. The artist works out his own formulas; the interest of science lies in the art of making science.
    Paul Valéry (1871–1945)