The product of two zero mean correlated normal random variables has received much attention in the statistics literature and appears in many application areas. However, many important distributional properties are yet to tabulated. This paper fills this gap by providing the basic distributional theory for the product of two zero mean correlated normal random variables.
翻译:在统计文献中,两个零均值正常随机变量的产物受到许多统计文献的注意,并出现在许多应用领域。然而,许多重要的分布属性尚未制表。本文为两个零均值正常随机变量的产物提供了基本分布理论,从而填补了这一空白。