Results 1 to 10 of about 168,667 (308)
Upper-bound estimates for weighted sums satisfying Cramer’s condition
Lietuvos Matematikos Rinkinys, 2023 Let S = ω1S1 + ω2S2 + ⋯ + ωNSN. Here Sj is the sum of identically distributed random variables and ωj > 0 denotes weight. We consider the case, when Sj is the sum of independent random variables satisfying Cramer’s condition.
Vydas Čekanavičius, Aistė Elijio
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Comparing Distributions of Sums of Random Variables by Deficiency: Discrete Case
Mathematics, 2022 In the paper, we consider a new approach to the comparison of the distributions of sums of random variables. Unlike preceding works, for this purpose we use the notion of deficiency that is well known in mathematical statistics.
Vladimir E. Bening, Victor Y. Korolev
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Computation of the Distribution of the Sum of Independent Negative Binomial Random Variables
Mathematical and Computational Applications, 2023 The distribution of the sum of negative binomial random variables has a special role in insurance mathematics, actuarial sciences, and ecology. Two methods to estimate this distribution have been published: a finite-sum exact expression and a series ...
Marc Girondot, Jon Barry
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Nonuniform estimates in the approximation by the Poisson law
Lietuvos Matematikos Rinkinys, 2023 Poisson approximation for the sum of independent random variables is investigates in this paper.
Kazimieras Padvelskis
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Nuclear Engineering and Technology, 2022 Probabilistic safety assessment is widely used to quantify the risks of nuclear power plants and their uncertainties. When the lognormal distribution describes the uncertainties of basic events, the uncertainty of the top event in a fault tree is ...
Gyun Seob Song, Man Cheol Kim
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Entropies of Sums of Independent Gamma Random Variables
Journal of Theoretical Probability, 2022 We establish several Schur-convexity type results under fixed variance for weighted sums of independent gamma random variables and obtain nonasymptotic bounds on their Rényi entropies. In particular, this pertains to the recent results by Bartczak-Nayar-Zwara as well as Bobkov-Naumov-Ulyanov, offering simple proofs of the former and extending the ...
Giorgos Chasapis +2 more
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MethodsX, 2021 In probability theory and statistics, the probability distribution of the sum of two or more independent and identically distributed (i.i.d.) random variables is the convolution of their individual distributions.
Arne Johannssen +2 more
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Small deviations of sums of independent random variables [PDF]
Journal of Combinatorial Theory, Series A, 2020 21 ...
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Lifetime Distributions and their Approximation in Reliability of Serial/Parallel Networks
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2020 In this paper we present limit theorems for lifetime distributions connected with network’s reliability as distributions of random variables(r.v.) min(Y1, Y2,..., YM) and max(Y1, Y2,..., YM ), where Y1, Y2,..., are independent, identically distributed ...
Leahu Alexei +1 more
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ON THE FLUCTUATIONS OF SUMS OF INDEPENDENT RANDOM VARIABLES [PDF]
Proceedings of the National Academy of Sciences, 1969 If X 1 , X 2 ,... are independent random variables with zero expectation and finite variances, the cumulative sums S n are, on the average, of the order of magnitude S
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