Talk:Sum of normally distributed random variables

Hi! Recently articles on Wikipedia get so good that they can be used to base a literature review on. However, very often (like in this page) "real" literature references are missing. I assume this proof was done by someone else than the author. I would like to see references. Kind regards, Steven

In this case, the problem is which of the many references to use? One could just say "See any standard textbook on the subject", and it would be essentially correct, but probably doesn't count as a "reference". Michael Hardy 18:39, 3 August 2006 (UTC)[reply]

Product?

What about the product of normally distributed random variables? I found a [www.math.wm.edu/~leemis/2003csada.pdf document that discusses it] which says that if $V=XY$ then

f_{V}(v)=\int _{-\infty }^{\infty }f_{X,Y}(x,v/x){\frac {1}{|x|}}\,dx

.

But I'm having trouble finding the mean and variance of this distribution. (I suppose it might not even be normally distributed.) —Ben FrantzDale 04:57, 31 January 2007 (UTC)[reply]

This may have the answer: http://mathworld.wolfram.com/NormalProductDistribution.html —Ben FrantzDale 05:27, 31 January 2007 (UTC)[reply]