I am struggling to find the PDF of a product of two random variables.
$ a = x \times h$
$ x \sim \mathcal{N}( \mu, \sigma^2 )$
$ h \sim \mathcal{P} (\alpha, x_m)$
I know the PDF's of the two Random Variables separately, but how can I find the PDF of the product?
Edit: The two variables are independent of each other