On the product of triangular random variables

Volume 36 / 2009

Mridula Garg, Sangeeta Choudhary, Saralees Nadarajah Applicationes Mathematicae 36 (2009), 419-439 MSC: 33C90, 62E99. DOI: 10.4064/am36-4-3

Abstract

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.

Authors

  • Mridula GargDepartment of Mathematics
    University of Rajasthan
    Jaipur 302004, India
    e-mail
  • Sangeeta ChoudharySwami Keshvanand Institute of Technology,
    Management & Gramothan
    Jaipur 302017, India
    e-mail
  • Saralees NadarajahSchool of Mathematics
    University of Manchester
    Manchester M13 9PL, UK
    e-mail

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