There seems to be some confusion here. The convolution is the distribution
of the sum, which is indeed triangular. The density of the product
of two R(0,1) variables, for example, is -log(x).
At 18:07 +0000 06/30/2000, Gautam Sethi wrote:
>i wrote a little code in matlab that figures out the density of z =
>x*y where x
>and y are both uniformly distributed. in the code i wrote, x and y are
>distributed over the same range and my results show a funky looking triangular
>distribution with the mode/mean/median in the middle. is this correct? i
>remember reading somewhere many moons ago that the product of 2 uniforms is
>some other density (i.e. definitely something other than triangular), but my
>memory is fuzzy and i can't seem to find that reference. any help will be
>appreciated. also, if you know anything about the density of z when x and y
>have diff supports ...
>
>best,
>gautam.
>
>
>
>
>
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