On the product of triangular random variables
Volume 36 / 2009
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.
