On the product of
 triangular random variables

Mridula Garg; Sangeeta Choudhary; Saralees Nadarajah

doi:10.4064/am36-4-3

Wydawnictwa / Czasopisma IMPAN / Applicationes Mathematicae / Wszystkie zeszyty

On the product of triangular random variables

Tom 36 / 2009

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

Streszczenie

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.

Autorzy

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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