On Characteristic Functions of Products of Two Random Variables

被引:0
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作者
X. Jiang
S. Nadarajah
机构
[1] University of Manchester,School of Mathematics
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关键词
Normal distribution; Independence; Simulation;
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摘要
Motivated by a recent paper published in IEEE Signal Processing Letters, we study the distribution of the product of two independent random variables, one of them being the standard normal random variable and the other allowed to follow one of nearly fifty distributions. We give explicit expressions for the characteristic function of the product. The mathematical derivations are verified by simulations.
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页码:1157 / 1177
页数:20
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