variance of product of random variables
- To: mathgroup at smc.vnet.net
- Subject: [mg70101] variance of product of random variables
- From: Frank Brand <frank.brand at t-online.de>
- Date: Wed, 4 Oct 2006 05:58:33 -0400 (EDT)
- References: <efq5iv$2ap$1@smc.vnet.net>
I should pose this problem in a more precise manner. What I'm looking for is the variance of k random variables (need not be normally distributed) in the presence of correlation between them. Regards Frank Frank Brand wrote: > 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 >