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Re: Determining if samples are normal


From: Raymond E. Rogers
Subject: Re: Determining if samples are normal
Date: Mon, 26 Sep 2005 22:24:11 -0400
User-agent: Mozilla Thunderbird 1.0.6-1.1.fc3 (X11/20050720)

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For a good presentation try
"The Algebra of Random Variables"   M.D. Springer
Of course it's out of print and I probably have the last private copy:)
Publishers should really get with it and make out of print books
available electronically.
In any case ,
The PDF(a+b)=L^-L(F(a)*L(b))  LaPlace transforms
The PDF(a*b)=M^-1(M(a)*M(b))  Mellin Transforms
theoretically you can do any algebraic equation of pdf's.
Springer also develops a more general method of analysis involving
H-functions; I haven't gone there.

RRogers




Robert A. Macy wrote:
> Right!

> 
> So what is the PDF if the two are multiplied?
> 
>               - Robert -
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