On Jan 20, 11:43 pm, Matt Francis <mattjamesfran...@gmail.com> wrote:
> To throw a different spanner in the works, I found this pagehttps://ccrma.stanford.edu/~jos/sasp/Product_Two_Gaussian_PDFs.html > which presents a closed form solution for the mean and variance of the > product of two normal distributions, which it claims is also a normal > distribution (as far as I can tell it doesn't claim that this is an > approximation). This doesn't agree with the best fit normal PDF I get > from my Monte Carlo calculation, or the simple 'error propogation' > formula??
The product of two Gaussian (probability density) functions is proprotional to a Gaussian function, as in your link above.