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)

    We are the products of editing, rather than of authorship.
    George Wald (b. 1906)

    We are independent of the change we detect. The longer the lever, the less perceptible its motion. It is the slowest pulsation which is the most vital. The hero then will know how to wait, as well as to make haste. All good abides with him who waiteth wisely; we shall sooner overtake the dawn by remaining here than by hurrying over the hills of the west.
    Henry David Thoreau (1817–1862)

    Man always made, and still makes, grotesque blunders in selecting and measuring forces, taken at random from the heap, but he never made a mistake in the value he set on the whole, which he symbolized as unity and worshipped as God. To this day, his attitude towards it has never changed, though science can no longer give to force a name.
    Henry Brooks Adams (1838–1918)

    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)