Theorem 5-6. (c) Distribution of the Product of two Random Variables. Let X and Y be two independent continuous r.v.'s. Then the p.d.f. of their product U = XY, is given by : h (u) = [ fa(x, ") dx (5-31) | fxr x, ... %3D

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Prove the theorem

Theorem 5.6. (c) Distribution of the Product of two Random Variables. Let X
and Y be two independent continuous r.v.'s. Then the p.d.f. of their product U = XY, is gie'n
by :
dx
fxr(x, ) TxI
h (u)
... (5-31)
| x |
Transcribed Image Text:Theorem 5.6. (c) Distribution of the Product of two Random Variables. Let X and Y be two independent continuous r.v.'s. Then the p.d.f. of their product U = XY, is gie'n by : dx fxr(x, ) TxI h (u) ... (5-31) | x |
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