An algorithm to compute the CDF of the product of two normal random variables

Document Type

Article

Publication Date

1-1-1994

Abstract

This paper provides a fortran algorithm that can be used to compute the cdf of the product of two normal distribution random variables. We also give references that provide mathematical properties, tables, and applications of this distribution. © 1994, Taylor & Francis Group, LLC. All rights reserved.

Publication Source (Journal or Book title)

Communications in Statistics - Simulation and Computation

First Page

271

Last Page

280

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