I have 100 observations $[z_0,…z_99]$ of a random variable $Z=X*Y$ which is a product of two normal random variables X and Y where $X~N(\mu_1,\sigma_1)$ and $Y~N(\mu_2,\sigma_2)$ with contraints $0<X<1$ and $0<Y<1$. I derived an integral representation for the pdf of Z but there is no analytical f…

Likelihood for the product of two Gaussian random variables

junpenglao February 16, 2018, 7:05am 2

Topic		Replies	Views
How to model product of multiple random variables Questions	8	4121	June 28, 2019
Likelihood given by product of two distributions? Questions	6	2161	August 4, 2018
Two likelihoods dependent on missing predictors Questions	2	486	August 22, 2019
Mean of likelihood function for Bayesian regression Questions modeling	6	498	January 20, 2022
How to define likelihood? Questions	1	565	January 22, 2019