Product of n independent uniform random variables

Statistics and Probability Letters

Volumn 79, Issue 24, 2009, Pages 2501-2503

  Dettmann, Carl P ^a   Georgiou, Orestis ^a  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70350342629     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2009.09.004     Document Type: Article

References (8)

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3. Devroye L. Non-Uniform Random Variate Generation (1986), Springer-Verlag, New York p. 405
4. Feller W. An Introduction to Probability Theory and Its Applications, vol. II. 2nd ed. (1972), John Wiley and Sons Inc., New York
5. Ishihara, T., 2002. The distribution of the sum and the product of independent uniform random variables distributed at different intervals, Transactions of the Japan Society for Industrial and Applied Mathematics, 12, (3), 197 (in Japanese)
6. Knopp K. The residue theorem. Theory of Functions, Part I (1996), Dover, New York 129-134
7. Rohatgi V.K. An Introduction to Probability Theory and Mathematical Statistics (1976), John Wiley and Sons Inc., New York p. 141
8. Springer M.D. The Algebra of Random Variables (1979), John Wiley and Sons Inc., New York