Product of n independent uniform random variables

Carl P. Dettmann and Orestis Georgiou

Statistics & Probability Letters, 2009, vol. 79, issue 24, 2501-2503

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.

Date: 2009
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Citations: View citations in EconPapers (4)

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