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Standard Deviation of product of two Gaussian Distribution.

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Deepak Kumar
Deepak Kumar on 1 Apr 2019
Edited: Torsten on 2 Apr 2019
If we have, Z = X * Y,
where X and Y are Gaussian Distribtuion.
I solved in the Monte Carlo Algorithm, it shows some values for Standard Deviation, but I don't know what is the formula for finding the Standard deviation of product of two Gaussian Distribution ?


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Accepted Answer

Torsten on 1 Apr 2019


Deepak Kumar
Deepak Kumar on 2 Apr 2019
We are writing a report in our University, If you don't mind, could you please share the source /( reference or Books) of this formula? Thanks in advance.
In the Report we would like to mention that formula source .

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