Mathematical forms of the distribution of the product of two normal variables |
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Authors: | Leo A. Aroian Vidya S. Taneja Larry W. Cornwell |
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Affiliation: | 1. Union College and University , Schenectady, N.Y, 12308;2. Department of Mathematics , Western Illinois University , Macomb, 61455 |
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Abstract: | This paper finds the mathematical forms of the distribution of the product where x and x follow a bivariate normal distribution In this paper the distribution when PT0 is expressed as an integral, a new, fundamental result. From this general form, six different cases can be distinguished depending on what is known about the parameters and p. The special cases are Aroian $year:1959 and (6) Additionally, we prove that if and as the distribution of the product approaches the Type III distribution. When p=0# Aroian $year:1959 and Aroian and Meeker $year:1977, give tables for various values of 6., 6 . The results in this paper will be used to provide brief tables for p^O in a separate paper |
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Keywords: | characteristic function coefficient of skew-ness Type III distribution central and noncentral chi-squared distributions asymptotic distribution |
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