We derive the probability density function (pdf) for the product of three independent triangular random variables. It involves consideration of various cases and subcases. We obtain the pdf for one subcase and present the remaining cases in tabular form. We also indicate how to calculate the pdf for the product of n triangular random variables.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am36-4-3,
author = {Mridula Garg and Sangeeta Choudhary and Saralees Nadarajah},
title = {On the product of triangular random variables},
journal = {Applicationes Mathematicae},
volume = {36},
year = {2009},
pages = {419-439},
zbl = {1195.33212},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am36-4-3}
}
Mridula Garg; Sangeeta Choudhary; Saralees Nadarajah. On the product of triangular random variables. Applicationes Mathematicae, Tome 36 (2009) pp. 419-439. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am36-4-3/