Probability plots are useful tools for the display and analysis of lifetime data. Refer to Abernethy (1996) for examples using probability plots in the analysis of reliability data. Probability plots ...

Instead, they obey a predefined, arbitrary distribution. This example of an arbitrary probability distribution function (PDF) expresses the occurrence probability of 10 values (Fig. 1).

The problem of finding the probability density function of the product of n identically distributed independent normal variables was solved by Springer and Thompson (1966). Their formulae for n ⩽ 7 ...