Results 11 to 20 of about 51,179 (119)

The variance-gamma ratio distribution

Comptes Rendus. Mathématique, 2023
Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived.
Gaunt, Robert E., Li, Siqi
doaj   +1 more source

On the distribution-tail behaviour of the product of normal random variables

Journal of Inequalities and Applications, 2023
In this paper we consider the product Π n = ∏ k = 1 n ξ k $\Pi _{n}=\prod_{k=1}^{n}\xi _{k}$ of n independent normally distributed zero mean random variables ξ 1 , … , ξ n $\xi _{1},\dots ,\xi _{n}$ .
R. Leipus, J. Šiaulys, Mantas Dirma, Romualdas Zovė   +3 more
semanticscholar   +1 more source

On the Product of Two Correlated Complex Gaussian Random Variables

IEEE Signal Processing Letters, 2020
In this letter, we derive the exact joint probability density function (pdf) of the amplitude and phase of the product of two correlated non-zero mean complex Gaussian random variables with arbitrary variances.
Yang Li, Qian He, Rick S. Blum
semanticscholar   +1 more source

Note on uncertainty in Monte Carlo dose calculations and its relation to microdosimetry

Zeitschrift für Medizinische Physik
Purpose: The Type A standard uncertainty in Monte Carlo (MC) dose calculations is usually determined using the “history by history” method. Its applicability is based on the assumption that the central limit theorem (CLT) can be applied such that the ...
Günther H. Hartmann, Hans G. Menzel
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Increase in colonic propionate as a method of preventing weight gain in adults aged 20–40 years: iPREVENT, a multicentre, double-blind, randomised, parallel-group trial

Efficacy and Mechanism Evaluation
Background Overweight and obesity affect over 60% of the United Kingdom population and constitute a major risk factor for the development of comorbidities.
Gary Frost, Joana C Vasconcelos, Jennifer E Pugh, Aisha Anjum, Katerina Petropoulou, George Thom, Louise McCombie, Martina Tashkova, Sumayya Alshehhi, Daphne Babalis, Leah Holroyd, Christina Prechtl, Tom Preston, Mike J Lean, Waljit Dhillo, A Toby Prevost, and Douglas Morrison   +16 more
doaj   +1 more source

Tail behavior of sums and differences of log-normal random variables [PDF]

, 2013
We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector.
Archil Gulisashvili, P. Tankov
semanticscholar   +1 more source

On Stein's method for products of normal random variables and zero bias couplings [PDF]

, 2013
In this paper we extend Stein's method to the distribution of the product of $n$ independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which reduces to the classical normal Stein equation in the case
Robert E. Gaunt
semanticscholar   +1 more source

Normalization of correlated random variables in structural reliability analysis using fourth-moment transformation

, 2020
In this paper, a fourth-moment transformation technique is proposed to transform correlated nonnormal random variables into independent standard normal ones.
Zhao-Hui Lu, Chao-Huang Cai, Yan-Gang Zhao, Yu Leng, You Dong   +4 more
semanticscholar   +1 more source

Products of normal, beta and gamma random variables: Stein operators and distributional theory [PDF]

, 2015
In this paper, we extend Stein's method to products of independent beta, gamma, generalised gamma and mean zero normal random variables. In particular, we obtain Stein operators for mixed products of these distributions, which include the classical beta,
Robert E. Gaunt
semanticscholar   +1 more source

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

Statistics & Probability Letters
11 ...
openaire   +3 more sources