Hello, I hope you'll find my riddle interesting.
Z = XY
Z ~ N(0, 1)
X, Y are iid random variables (independent, identically distributed). We assume X and Y are symmetric.
What is the distribution of X and Y?
It will be enough to find the answer for Z(+) = X(+) Y(+), where Z(+)'s distribution is the positive half of N(0,1), and X(+) and Y(+) are positive.
I am interested in knowing the pdf of X,Y, if it has a closed form.