Journal
STATISTICS & PROBABILITY LETTERS
Volume 79, Issue 24, Pages 2501-2503Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2009.09.004
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We give an alternative proof of a useful formula for calculating the probability density function of the product of n uniform, independently and identically distributed random variables. Ishihara (2002) proves the result by induction; here we use Fourier analysis and contour integral methods which provide a more intuitive explanation of how the convolution theorem acts in this case. (C) 2009 Elsevier B.V. All rights reserved.
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