izvor podataka: crosbi
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On the distribution of the product of correlated normal random variables (CROSBI ID 223288)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
Nadarajah, Saralees ; Poganj, Tibor
On the distribution of the product of correlated normal random variables // Comptes rendus. Mathématique, 354 (2016), 2; 201-204. doi: 10.1016/j.crma.2015.10.019
Podaci o odgovornosti
Nadarajah, Saralees ; Poganj, Tibor
engleski
On the distribution of the product of correlated normal random variables
We solve a problem that has remained unsolved since 1936 – the exact distribution of the product of two correlated normal random variables. As a by-product, we derive the exact distribution of the mean of the product of correlated normal random variables.
Correlated random variables; Distribution; Modified Bessel function of the second kind; Whittaker function
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