Product of two normal variables: an historical review

Seijas-Macias, J. Antonio; Oliveira, Amilcar; Oliveira, Teresa A.

http://hdl.handle.net/10400.2/14668

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Autores

Seijas-Macias, J. Antonio

Oliveira, Amilcar

Oliveira, Teresa A.

Resumo(s)

This paper presents a study of the evolution the study of the product of two normally distributed variables. From first approaches in the middle of the 20th Century until the most recent ones from this decade. Nowadays, existence of an unique formula for the product was not proved. Partial results using di erent approaches: Bessel Functions, Numerical Integration, Pearson Type Function.