•  The frequently applied operations on communication signals like modulation, demodulation, correlation etc. involve multiplication of two signals in the form Z = XY.

    We have to know about the probability distribution of in any analysis of . More formally, given two random variables X and Y with joint probability density function and a function we have to find .

    In this lecture, we shall address this problem.

  Probability Density of the Function of Two Random Variables

  We consider the transformation

  Consider the event corresponding to each z. We can find a variable subset such that .