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On the product of triangular random variables

Mridula GargSangeeta ChoudharySaralees Nadarajah — 2009

Applicationes Mathematicae

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.

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