
Algebra PreAlgebra and Basic Algebra Math Forum 
 LinkBack  Thread Tools  Display Modes 
December 18th, 2013, 05:04 AM  #1 
Newbie Joined: Nov 2013 Posts: 8 Thanks: 0  Distribution of the difference between 2 random variables ?
Hello, I 'm trying to express the distribution of xy in integral form. I m not sure about the integration bounds though. I presume that the standard convolution PDF can be used: let z= xy, then: f[SUB]z[/SUB](z) =? f[SUB]x[/SUB](x)*f[SUB]y[/SUB](z+x) dx, but with what integration lower and upper bounds ?? Assume that x,y ? 0. Any help would be useful 
December 18th, 2013, 01:10 PM  #2 
Global Moderator Joined: May 2007 Posts: 6,496 Thanks: 579  Re: Distribution of the difference between 2 random variable
The integral is over the entire real line. You omit those parts where the integrand = 0.


Tags 
difference, distribution, random, variables 
Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Random variables  ricardo  Advanced Statistics  4  December 27th, 2013 12:24 AM 
Uniform distribution of Random variables  mia6  Advanced Statistics  1  February 23rd, 2011 01:11 PM 
Marginal Distribution of Multiple Random Variables  knp  Algebra  2  November 24th, 2010 10:56 PM 
Normal distribution with 2 random variables  callkalpa  Advanced Statistics  0  May 17th, 2010 06:47 AM 
Joint probability distribution of random variables  meph1st0pheles  Advanced Statistics  1  March 23rd, 2010 05:47 PM 