The distribution of the product of two triangular random variables

Although computer simulation can be used to determine the distribution of the product of two triangularly distributed variables for a specific application, a closed-form expression is preferable in general. Assuming independence, the closed-form probability density function of this product is derived.

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Year of publication:	2008
Authors:	Glickman, Theodore S. ; Xu, Feng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 16, p. 2821-2826
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319254