Results 1 to 10 of about 355,518 (271)
Çukurova Üniversitesi Mühendislik Fakültesi Dergisi, 2022 In this paper, two fast methods are proposed for computation of mean and variance of a random variable which is logarithm of two log-normally distributed random variables. It is shown that mean and variance can be computed using only one dimensional numerical integration method.
Zekeriya TÜFEKCİ, Gökay Dişken
semanticscholar +4 more sources
Explicit Bounds for the Distribution Function of the Sum of Dependent\n Normally Distributed Random Variables [PDF]
, 2011 In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the important Frechet bounds the dependence structure is not restricted to any specific type.
Walter Schneider
core +6 more sources
On the distribution of the sum of dependent standard normally distributed random variables using copulas [PDF]
, 2021 The distribution function of the sum $Z$ of two standard normally distributed random variables $X$ and $Y$ is computed with the concept of copulas to model the dependency between $X$ and $Y$. By using implicit copulas such as the Gauss- or t-copula as well as Archimedean Copulas such as the Clayton-, Gumbel- or Frank-copula, a wide variety of different
Walter Schneider
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An integral formula for the powered sum of the independent, identically and normally distributed random variables [PDF]
, 2017 The distribution of the sum of r-th power of standard normal random variables is a generalization of the chi-squared distribution. In this paper, we represent the probability density function of the random variable by an one-dimensional absolutely convergent integral with the characteristic function.
Tamio Koyama
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Chi-Square and Student Bridge Distributions and the Behrens–Fisher Statistic
Stats, 2020 We prove that the Behrens–Fisher statistic follows a Student bridge distribution, the mixing coefficient of which depends on the two sample variances only through their ratio.
Wolf-Dieter Richter
doaj +2 more sources
The Stochastic Galerkin Method for Darcy Flow Problem with Log-Normal Random Field Coefficients
Advances in Electrical and Electronic Engineering, 2017 This article presents a study of the Stochastic Galerkin Method (SGM) applied to the Darcy flow problem with a log-normally distributed random material field given by a mean value and an autocovariance function. We divide the solution of the problem into
Michal Beres, Simona Domesova
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Unavoidability and Functionality of Nervous System and Behavioral Randomness
Applied SciencesThe basic functioning of the central nervous system is based on the opening and closing of ionic channels in the membranes of neurons. The behavior of ionic channels is considered to be a random process with an exponential probability distribution ...
Carlos M. Gómez +2 more
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Statistics, 2006 Motivated by an application in Electrical Engineering, we derive the exact distribution of the sum of the largest n−k out of n normally distributed random variables, with differing mean values. Comparisons are made with two normal approximations to this distribution—one arising from the asymptotic negligibility of the omitted order statistics and one ...
Douglas P. Wiens +2 more
openaire +4 more sources
Yoga as an Adjuvant therapy in management of migraine- An open label randomised trial
Journal of Family Medicine and Primary Care, 2022 Introduction: Drug treatment is not very satisfactory in migraine and is associated with adverse effects. The effect of yoga as an add-on therapy in migraine was evaluated in the present study.
Sweety Kumari +5 more
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Bounds for distribution functions of sums of squares and radial errors
International Journal of Mathematics and Mathematical Sciences, 1991 Bounds are found for the distribution function of the sum of squares X2+Y2 where X and Y are arbitrary continuous random variables. The techniques employed, which utilize copulas and their properties, show that the bounds are pointwise best-possible when
Roger B. Nelsen, Berthold Schweizer
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