Distribution of the product of two random variables
Probability distribution / From Wikipedia, the free encyclopedia
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A product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions. Given two statistically independent random variables X and Y, the distribution of the random variable Z that is formed as the product is a product distribution.
The product distribution is the PDF of the product of sample values. This is not the same as the product of their PDF's yet the concepts are often ambiguously termed as "product of Gaussians".