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December 18th, 2013, 06:04 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, 02:10 PM  #2 
Global Moderator Joined: May 2007 Posts: 6,660 Thanks: 647  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.


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