Kalman-and-Bayesian-Filters-in-Python icon indicating copy to clipboard operation
Kalman-and-Bayesian-Filters-in-Python copied to clipboard

Distribution_of_the_product_of_two_random_variables

Open glebkarmi opened this issue 2 years ago • 0 comments

Hello Dear Roger, I am studding your wonderful book on KF and thank you from all my heart. In the third chapter you have an error in the formula of a product of random variables, see the correct one on Wiki page:

https://en.wikipedia.org/wiki/Distribution_of_the_product_of_two_random_variables

Good luck in your research and work. Best regards Gleb Karmi [email protected]

Screenshot from 2023-07-13 15-23-07

glebkarmi avatar Jul 13 '23 12:07 glebkarmi