Distribution_of_the_product_of_two_random_variables

[glebkarmi]

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]