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Communications in Statistics - Theory and Methods Volume 7, 1978 - Issue 2
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Original Articles

Mathematical forms of the distribution of the product of two normal variables

Mathematical forms of the distribution

Leo A. Aroian Union College and University, Schenectady, N.Y, 12308
,
Vidya S. Taneja Union College and University, Schenectady, N.Y, 12308
&
Larry W. Cornwell Department of Mathematics, Western Illinois University, Macomb, 61455
Pages 165-172 | Received 01 Nov 1976, Published online: 27 Jun 2007

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Antonio Seijas-Macias, Amílcar Oliveira & Teresa A. Oliveira. (2023) The skewness and kurtosis of the product of two normally distributed random variables. Communications in Statistics - Theory and Methods 52:1, pages 80-93.
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Robert E. Gaunt. (2021) Stein’s method and the distribution of the product of zero mean correlated normal random variables. Communications in Statistics - Theory and Methods 50:2, pages 280-285.
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Wen Wei Loh, Beatrijs Moerkerke, Tom Loeys, Louise Poppe, Geert Crombez & Stijn Vansteelandt. (2020) Estimation of Controlled Direct Effects in Longitudinal Mediation Analyses with Latent Variables in Randomized Studies. Multivariate Behavioral Research 55:5, pages 763-785.
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Yasemin Kisbu-Sakarya, David P. MacKinnon & Milica Miočević. (2014) The Distribution of the Product Explains Normal Theory Mediation Confidence Interval Estimation. Multivariate Behavioral Research 49:3, pages 261-268.
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Jason Williams & DavidP. MacKinnon. (2008) Resampling and Distribution of the Product Methods for Testing Indirect Effects in Complex Models. Structural Equation Modeling: A Multidisciplinary Journal 15:1, pages 23-51.
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Wei Pan & Kenneth A. Frank. (2004) An approximation to the distribution of the product of two dependent correlation coefficients . Journal of Statistical Computation and Simulation 74:6, pages 419-443.
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David P. MacKinnon, Chondra M. Lockwood & Jason Williams. (2004) Confidence Limits for the Indirect Effect: Distribution of the Product and Resampling Methods. Multivariate Behavioral Research 39:1, pages 99-128.
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William Q Meeker & Luis A Escobar. (1994) An algorithm to compute the cdf of the product of two normal random variables. Communications in Statistics - Simulation and Computation 23:1, pages 271-280.
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Rand R. Wilcox. (1985) Percentage points of the product of two correlated t varlates. Communications in Statistics - Simulation and Computation 14:1, pages 143-157.
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MelvinD. Springer. (1983) Selected Tables in Mathematical Statistics (Vol. VII), The Product of Two Normally Distributed Random Variables. Technometrics 25:2, pages 211-212.
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CherylM. Wallgren. (1980) The Distribution of the Product of Two Correlated t Variates. Journal of the American Statistical Association 75:372, pages 996-1000.
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Robert E. Gaunt. (2022) The basic distributional theory for the product of zero mean correlated normal random variables. Statistica Neerlandica 76:4, pages 450-470.
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