Standard Deviation of product of two Gaussian Distribution.

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Deepak Kumar on 1 Apr 2019

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Edited: Torsten on 2 Apr 2019

Accepted Answer: Torsten

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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Torsten on 1 Apr 2019

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https://ch.mathworks.com/matlabcentral/answers/453666-standard-deviation-of-product-of-two-gaussian-distribution#answer_368425

https://math.stackexchange.com/questions/1416518/standard-deviation-of-the-product-of-gaussians

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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 .

Torsten on 2 Apr 2019

Edited: Torsten on 2 Apr 2019

https://en.wikipedia.org/wiki/Variance#Product_of_independent_variables

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