The distribution of the product of uniform variates on the interval can be found directly as
(1)
| |||
(2)
|
where is a delta function. The distributions are plotted above for (red), (yellow), and so on.
The distribution of the product of uniform variates on the interval can be found directly as
(1)
| |||
(2)
|
where is a delta function. The distributions are plotted above for (red), (yellow), and so on.
Weisstein, Eric W. "Uniform Product Distribution." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/UniformProductDistribution.html