Abstract
We give an alternative proof of a useful formula for calculating the probability density function of the product of n uniform, independently and identically distributed random variables. Ishihara (2002) proves the result by induction; here we use Fourier analysis and contour integral methods which provide a more intuitive explanation of how the convolution theorem acts in this case.
| Translated title of the contribution | Product of n independent uniform random variables |
|---|---|
| Original language | English |
| Pages (from-to) | 2501 - 2503 |
| Number of pages | 3 |
| Journal | Statistics and Probability Letters |
| Volume | 79, issue 24 |
| DOIs | |
| Publication status | Published - Dec 2008 |