The problem of finding the probability density function of the product of n identically distributed independent normal variables was solved by Springer and Thompson (1966). Their formulae for n ⩽ 7 ...

Previously suggested methods for constructing confidence bands for cumulative distribution functions have been based on the classical Kolmogorov-Smirnov test for an empirical distribution function.

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...