Gautam Sethi <[EMAIL PROTECTED]> 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.
i'm sorry for the confusion. not being a statistician, i took convolution to
mean the density of any rv that is a function of 2 or more rvs.
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