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The problem of estimating a probability density function has only recently begun to receive attention in the literature. Several authors [Rosenblatt (1956), Whittle (1958), Parzen (1962), and Watson ...
SIAM Journal on Applied Mathematics, Vol. 18, No. 4 (Jun., 1970), pp. 721-737 (17 pages) The probability density functions of products of independent beta, gamma and central Gaussian random variables ...