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:

    The reality is that zero defects in products plus zero pollution plus zero risk on the job is equivalent to maximum growth of government plus zero economic growth plus runaway inflation.
    Dixie Lee Ray (b. 1924)

    I have defeated them all.... I was left with some money to battle with the world when quite young, and at the present time have much to feel proud of.... The Lord gave me talent, and I know I have done good with it.... For my brains have made me quite independent and without the help of any man.
    Harriet A. Brown, U.S. inventor and educator. As quoted in Feminine Ingenuity, ch. 8, by Anne L. MacDonald (1992)

    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 of quantification, ‘something,’ ‘nothing,’ ‘everything,’ range over our whole ontology, whatever it may be; and we are convicted of a particular ontological presupposition if, and only if, the alleged presuppositum has to be reckoned among the entities over which our variables range in order to render one of our affirmations true.
    Willard Van Orman Quine (b. 1908)