A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution and ...

Fundamental methods are developed for the derivation of the probability density function and moments of rational algebraic functions of independent random variables. Laplace and Mellin integral ...

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 ...

Random analytic functions are a fundamental object of study in modern complex analysis and probability theory. These functions, often defined through power series with random coefficients, exhibit ...