The distribution of a product of two normally distributed variates X and Y with zero means and variances sigma_x^2 and sigma_y^2 is given by P_(XY)(u) = int_(-infty)^inftyint_(-infty)^infty(e^(-x^2/(2sigma_x^2)))/(sigma_xsqrt(2pi))(e^(-y^2/(2sigma_y^2)))/(sigma_ysqrt(2pi))delta(x…
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