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The distribution of the product of independent variance-gamma random variables

Journal of Mathematical Analysis and Applications
Let X and Y be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the product XY is derived.
Robert E Gaunt
exaly   +4 more sources

On the distribution of the product of correlated normal random variables [PDF]

Comptes Rendus Mathematique, 2016
Saralees Nadarajah, Tibor K Pogány
exaly   +2 more sources

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Stein’s method and the distribution of the product of zero mean correlated normal random variables

Communications in Statistics - Theory and Methods, 2021
Robert E Gaunt
exaly  

Normal transformation for correlated random variables based on L-moments and its application in reliability engineering

Reliability Engineering and System Safety, 2021
Yan-Gang Zhao, Zhao-Hui Lu
exaly  

An orthogonal normal transformation of correlated non-normal random variables for structural reliability

Probabilistic Engineering Mechanics, 2021
Yan-Gang Zhao, Zhao-Hui Lu
exaly  

A note on the distribution of the product of zero‐mean correlated normal random variables

Statistica Neerlandica, 2019
Robert E Gaunt
exaly  

On the Product of Two Correlated Complex Gaussian Random Variables

IEEE Signal Processing Letters, 2020
Yang Li, Qian He, Rick S Blum
exaly  

Normalization of correlated random variables in structural reliability analysis using fourth-moment transformation

Structural Safety, 2020
Zhao-Hui Lu, Chao-Huang Cai, Yan-Gang Zhao   +2 more
exaly