Timeline for Which distributions of $X$ and $Y$ yield a Gaussian $Z=XY$?
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 9, 2019 at 23:07 | vote | accept | rodms | ||
| Dec 9, 2019 at 22:33 | comment | added | Mickybo Yakari | How about the Box-Muller transform? The Gaussian-generating interaction can come from how one plays with functions and domains. | |
| Dec 9, 2019 at 22:22 | answer | added | Iosif Pinelis | timeline score: 4 | |
| Dec 9, 2019 at 22:03 | comment | added | Carlo Beenakker | I don’t think this is possible if X and Y are independent. If they are dependent it’s easy of course: just take a Gaussian R and any distribution for Y and then define X=R/Y. | |
| Dec 9, 2019 at 21:33 | history | asked | rodms | CC BY-SA 4.0 |