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Topic: Approach for PDF for product of two random variables
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Posts: 4
From: Minneapolis
Registered: 8/6/12
Approach for PDF for product of two random variables
Posted: Aug 16, 2012 2:38 PM
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Random variable 1 = X = Log-normal = Log-N(m1,s1)
Random variable 2 = Y = Log-normal = Log-N(m2,s2)
K = constant
Z = (K-X)Y

Is it possible to get a closed form expression for PDF of Z. Matlab gives me a lognormal when I plot it.

Thanks for help !

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