%0 Journal Article
%T Using the Transformation Method to Evaluate The Probability Density Function of z = x¦Á y¦Â
%A Seifedine Kadry
%A Khaled Smaily
%J The International Journal of Applied Economics and Finance
%D 2007
%I Asian Network for Scientific Information
%X In this research, our objective is to evaluate the probability density function of z = x¦Áy¦Â, where, x and y are two independent random variables, by using the probabilistic transformation method. The Probabilistic Transformation Methods (PTM) evaluate the Probability Density Function (PDF) of a function by multiplying the input pdf by the Jacobian of the inverse function. A new theorem for two input and one output has been developed. The result of our method is verified by the Monte Carlo simulation.
%K Transformation method
%K probability
%K density
%K evaluation
%U http://docsdrive.com/pdfs/ansinet/ijaef/2007/105-112.pdf