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variance of product of random variables

• To: mathgroup at smc.vnet.net
• Subject: [mg70073] variance of product of random variables
• From: Frank Brand <frank.brand at t-online.de>
• Date: Mon, 2 Oct 2006 00:33:41 -0400 (EDT)

Dear Mathematica friends,

is there a hint to a work done with Mathematica calculating the variance of a 
product of two random variables that are normally distributed?

Thanks in advance
Frank