Statistics of X*Y and X/Y (not X + Y)

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DoctorX

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z=x+y statistics

I was stumped by the problem. Assuming that both X and Y are Gaussian random variables with SigmaX and SigmaY. What is the variance of Z1 = X*Y and Z2 = X/Y?

Most books talk about X + Y, but none talks about the above. We can assume that the expectations of both X and Y are 0.
 

DoctorX a question:

X and Y are statistically indipendent or not?
:?:

Ninux
 

What are you talking about? :roll:

[Papoulis] sec. 6.2 Illustration 1. z=x+y....2. z=x/y(p.138)...3sqrt(x^2+y^2)...4. z=max(x,y) w= min(x,y)
[Strak&Woods] Ex.3.3-1 Z=XY(p.136) ...
[Gimmett&Stirzaker] sec.4.7 Ex(p.110) Y1=X1+X2 Y2=X1/X2
 

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