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product distribution : ウィキペディア英語版
product distribution
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
: Z = XY
is a ''product distribution''.
== Algebra of random variables ==
(詳細はratio distribution, sum distribution (see List of convolutions of probability distributions) and difference distribution. More generally, one may talk of combinations of sums, differences, products and ratios.
Many of these distributions are described in Melvin D. Springer's book from 1979 ''The Algebra of Random Variables''.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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