Statistical distribution functions for products of variables with a gaussian distribution with zero mean
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Date
1974-09
Authors
Journal Title
Journal ISSN
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Publisher
Australian Atomic Energy Commission
Abstract
The statistical distribution of a product of variables which have a Gaussian distribution is investigated. These distributions are found to be given, in general, by special functions. Expansions for these functions for small values of the variable and their asymptotic behaviour are derived. The functions are tabulated for products of up to seven variates. Some simple integrals related to the functions are given.
Description
Keywords
Differential equations, Gaussian processes, Boundary conditions, Mellin transform, Gamma function
Citation
Bertram, W. K., Clancy, B. E., Cook, J. L., & Rose, E. K. (1974). The statistical distribution functions for products of variables with a gaussian distribution with zero mean (AAEC/E313). Lucas Heights N.S.W.: Australian Atomic Energy Commission Research Establishment.