Results 11 to 20 of about 163,760 (356)
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
doaj +1 more source
Approximating the Sum of Independent Non-Identical Binomial Random Variables [PDF]
The R Journal, 2017 The distribution of sum of independent non-identical binomial random variables is frequently encountered in areas such as genomics, healthcare, and operations research.
Boxiang Liu, T. Quertermous
semanticscholar +1 more source
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
doaj +1 more source
A Closed-Form Approximation for the CDF of the Sum of Independent Random Variables
IEEE Signal Processing Letters, 2017 In this letter, we use the Berry–Esseen theorem and the method of tilted distributions to derive a simple tight closed-form approximation for the tail probabilities of a sum of independent but not necessarily identically distributed random variables.
Juan Augusto Maya, L. Vega, C. Galarza
semanticscholar +1 more source
A Novel Method for Increasing the Entropy of a Sequence of Independent, Discrete Random Variables
Entropy, 2015 In this paper, we propose a novel method for increasing the entropy of a sequence of independent, discrete random variables with arbitrary distributions.
Mieczyslaw Jessa
doaj +1 more source
On the rate of convergence of Lp norms in the CLT for Poisson random sum
Lietuvos Matematikos Rinkinys, 2009 In the paper, we present the upper bound of Lp norm \deltaλ,p of the order λ-δ/2 for all 1 \leq p \leq ∞, in the central limit theorem for a standardized random sum (SNλ - ESNλ)/DSNλ , where SNλ = X1 + ··· + XNλ is the random sum of independent ...
Jonas Kazys Sunklodas
doaj +1 more source
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
openaire +3 more sources
On a Sum and Difference of Two Lindley Distributions
Revstat Statistical Journal, 2020 This paper investigates theoretical and practical aspects of two basic random variables constructed from Lindley distribution. The first one is defined as the sum of two independent random variables following the Lindley distribution (with the same ...
Christophe Chesneau +2 more
doaj +1 more source
Randomly stopped sums with consistently varying distributions
Modern Stochastics: Theory and Applications, 2016 Let $\{\xi _{1},\xi _{2},\dots \}$ be a sequence of independent random variables, and η be a counting random variable independent of this sequence. We consider conditions for $\{\xi _{1},\xi _{2},\dots \}$ and η under which the distribution function of ...
Edita Kizinevič +2 more
doaj +1 more source
Inequalities for sums of independent random variables [PDF]
Proceedings of the American Mathematical Society, 1988 A moment inequality is proved for sums of independent random variables in the Lorentz spaces L p , q {L_{p,q}} , thus extending an inequality of Rosenthal. The latter result is used in combination with a square function inequality to give a proof of a Banach ...
Carothers, N L, Dilworth, S J
openaire +1 more source