Infinite Divisibility of the Product of Two Correlated Normal Random Variables and Exact Distribution of the Sample Mean
Abstract
We prove that the distribution of the product of two correlated normal random variables with arbitrary means and arbitrary variances is infinitely divisible. We also obtain exact formulas for the probability density function of the sum of independent copies of such random variables.
0
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.