On the product of
triangular random variables
Applicationes Mathematicae, Tome 36 (2009) no. 4, pp. 419-439
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
We derive the probability density function (pdf) for the product of three independent triangular random variables. It involves consideration of various cases and subcases. We obtain the pdf for one subcase and present the remaining cases in tabular form. We also indicate how to calculate the pdf for the product of $n$ triangular random variables.
Keywords:
derive probability density function pdf product three independent triangular random variables involves consideration various cases subcases obtain pdf subcase present remaining cases tabular form indicate calculate pdf product triangular random variables
Affiliations des auteurs :
Mridula Garg 1 ; Sangeeta Choudhary 2 ; Saralees Nadarajah 3
@article{10_4064_am36_4_3,
author = {Mridula Garg and Sangeeta Choudhary and Saralees Nadarajah},
title = {On the product of
triangular random variables},
journal = {Applicationes Mathematicae},
pages = {419--439},
year = {2009},
volume = {36},
number = {4},
doi = {10.4064/am36-4-3},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am36-4-3/}
}
TY - JOUR AU - Mridula Garg AU - Sangeeta Choudhary AU - Saralees Nadarajah TI - On the product of triangular random variables JO - Applicationes Mathematicae PY - 2009 SP - 419 EP - 439 VL - 36 IS - 4 UR - http://geodesic.mathdoc.fr/articles/10.4064/am36-4-3/ DO - 10.4064/am36-4-3 LA - en ID - 10_4064_am36_4_3 ER -
Mridula Garg; Sangeeta Choudhary; Saralees Nadarajah. On the product of triangular random variables. Applicationes Mathematicae, Tome 36 (2009) no. 4, pp. 419-439. doi: 10.4064/am36-4-3
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