Z = U(0,1)*N(0,1) + U(0,1)*N(0,1) + ... + U(0,1)*N(0,1) is distributed how?
- From: "liam_herron" <liam_herron@xxxxxxxxxxx>
- Date: 12 Oct 2006 13:38:39 -0700
If I have a r.v. Z which is the sum of n products where each product
is a Uniform r.v. multiplied by a standard normal r.v., what is the
distribution of Z? I am curious as I am simulating a factor loaded
model with random numbers.
Thanks for you help in advance,
Liam
.
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