Tagged Questions
4
votes
1answer
83 views
Monomial distribution of $X^a \cdot Y^b$
What is the distribution of the following monomial?
$$X^a \cdot Y^b$$
where $X$ and $Y$ are normal random variables and $a$ and $b$ are natural numbers.
For example, when $X \sim N(0,1)$, $a=2$, and ...