A note on the product of normal and Laplace random variables. (English) Zbl 1272.62019
Summary: The distribution of the product \(|XY|\) is derived when \(X\) and \(Y\) are normal and Laplace random variables distributed independently of each other.
MSC:
| 62E15 | Exact distribution theory in statistics |
| 62E10 | Characterization and structure theory of statistical distributions |
| 60E05 | Probability distributions: general theory |
