Exact Distribution for the Product of Two Correlated Gaussian Random Variables.
Guolong CuiXianxiang YuSalvatore IommelliLingjiang KongPublished in: IEEE Signal Process. Lett. (2016)
Keyphrases
- random variables
- independent and identically distributed
- statistically independent
- normal distribution
- marginal distributions
- probability distribution
- graphical models
- joint distribution
- probability density
- distribution function
- conditional independence
- bayesian networks
- latent variables
- stochastic optimization problems
- conditional distribution
- hazard rate
- gaussian distribution
- conditional probabilities
- conditional distributions
- identically distributed
- random vectors
- lead time
- marginal probabilities
- test statistic
- failure rate