Results 181 to 190 of about 166,976,531 (202)

A novel interpretable machine learning framework for predicting postpartum depression: a SHAP-based analysis of maternal and infant health indicators. [PDF]

Front Psychiatry
Lv F, Li S, Yuan X, Ma Y, Huang T, Xie J, Feng B, Zheng J, Feng J, Mo J.   +9 more
europepmc   +1 more source

A Stein characterisation of the distribution of the product of correlated normal random variables [PDF]

Statistics and Probability Letters
We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein characterisation
Robert Edward Gaunt, Heather Sutcliffe
exaly   +4 more sources

On the distribution of the product of correlated normal random variables

Comptes Rendus Mathematique, 2016
We solve a problem that has remained unsolved since 1936 – the exact distribution of the product of two correlated normal random variables. As a by-product, we derive the exact distribution of the mean of the product of correlated normal random ...
Saralees Nadarajah, Tibor Pogány
exaly   +2 more sources

A note on the distribution of the product of zero-mean correlated normal random variables [PDF]

Statistica Neerlandica, 2019
The problem of finding an explicit formula for the probability density function of two zero‐mean correlated normal random variables dates back to 1936. Perhaps, surprisingly, this problem was not resolved until 2016. This is all the more surprising given
Robert Edward Gaunt
exaly   +2 more sources

Asymptotic approximations for the distribution of the product of correlated normal random variables [PDF]

Journal of Mathematical Analysis and Applications
We obtain asymptotic approximations for the probability density function of the product of two correlated normal random variables with non-zero means and arbitrary variances.
Robert Edward Gaunt
exaly   +4 more sources

Asymptotic Expansions Relating to the Distribution of the Product of Correlated Normal Random Variables

Studies in Applied Mathematics
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.
Robert Edward Gaunt
exaly   +2 more sources

On the product of correlated normal random variables and the noncentral chi-square difference distribution [PDF]

Statistics and Probability Letters
We represent the product of two correlated normal random variables, and more generally the sum of independent copies of such random variables, as a difference of two independent noncentral chi-square random variables (which we refer to as the noncentral ...
Robert Edward Gaunt
exaly   +3 more sources

Infinite divisibility of the product of two correlated normal random variables and exact distribution of the sample mean [PDF]

Journal of Mathematical Analysis and Applications
We prove that the distribution of the product of two correlated normal random variables with arbitrary means and arbitrary variances is infinitely divisible.
Robert Edward Gaunt, Saralees Nadarajah, Tibor Pogány   +2 more
exaly   +2 more sources

The basic distributional theory for the product of zero mean correlated normal random variables

Statistica Neerlandica, 2022
Robert Edward Gaunt
exaly