On the product of triangular random variables

Mridula Garg, Sangeeta Choudhary, and Saralees Nadarajah. "On the product of triangular random variables." Applicationes Mathematicae 36.4 (2009): 419-439. <http://eudml.org/doc/279960>.

@article{MridulaGarg2009,
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.},
author = {Mridula Garg, Sangeeta Choudhary, Saralees Nadarajah},
journal = {Applicationes Mathematicae},
keywords = {triangular random variable; probability density function; Mellin transform},
language = {eng},
number = {4},
pages = {419-439},
title = {On the product of triangular random variables},
url = {http://eudml.org/doc/279960},
volume = {36},
year = {2009},
}

TY - JOUR
AU - Mridula Garg
AU - Sangeeta Choudhary
AU - Saralees Nadarajah
TI - On the product of triangular random variables
JO - Applicationes Mathematicae
PY - 2009
VL - 36
IS - 4
SP - 419
EP - 439
AB - 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.
LA - eng
KW - triangular random variable; probability density function; Mellin transform
UR - http://eudml.org/doc/279960
ER -