Statistical distribution functions for products of variables with a gaussian distribution with zero mean

dc.contributor.authorBertram, WKen_AU
dc.contributor.authorClancy, BEen_AU
dc.contributor.authorCook, JLen_AU
dc.contributor.authorRose, EKen_AU
dc.date.accessioned2007-11-22T04:23:54Zen_AU
dc.date.accessioned2010-04-30T04:35:41Zen_AU
dc.date.available2007-11-22T04:23:54Zen_AU
dc.date.available2010-04-30T04:35:41Zen_AU
dc.date.issued1974-09en_AU
dc.description.abstractThe 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.en_AU
dc.identifierAAEC-E-313en_AU
dc.identifier.citationBertram, 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.en_AU
dc.identifier.govdoc524en_AU
dc.identifier.isbn0642996504en_AU
dc.identifier.placeofpublicationLucas Heights, New South Walesen_AU
dc.identifier.urihttp://apo.ansto.gov.au/dspace/handle/10238/514en_AU
dc.language.isoen_auen_AU
dc.publisherAustralian Atomic Energy Commissionen_AU
dc.subjectDifferential equationsen_AU
dc.subjectGaussian processesen_AU
dc.subjectBoundary conditionsen_AU
dc.subjectMellin transformen_AU
dc.subjectGamma functionen_AU
dc.titleStatistical distribution functions for products of variables with a gaussian distribution with zero meanen_AU
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