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mvik
Posts:
4
From:
Minneapolis
Registered:
8/6/12


Approach for PDF for product of two random variables
Posted:
Aug 16, 2012 2:38 PM


Random variable 1 = X = Lognormal = LogN(m1,s1) Random variable 2 = Y = Lognormal = LogN(m2,s2) K = constant Z = (KX)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 !



