Assuming $x_1,x_2,\ldots, x_n$ are $n$ independent variables from standard Gaussian distribution $N(0,1)$. Then we construct a new variable by $y=\Pi_{i=1}^n x_i$. Can anyone show the probability density function of $y$?
2026-03-27 22:04:57.1774649097
What is the probability density function of **the multiplication of Gaussian variables**?
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