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Probability density of the sum of random variables with random coefficients

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Radiophysics and Quantum Electronics Aims and scope

Abstract

We propose a straightforward method of searching for the probability density of the sum of random variables with random coefficients. We consider the general case of a dependent set of random variables and summation coefficients.

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References

  1. A. N. Malakhov,A Cumulant Analysis of Random Non-Gaussian Processes and Their Transformations [in Russian], Sovetskoye Radio, Moscow (1978).

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  4. V. I. Esipenko and O. B. Shchuko, “One-dimensional Probability Density of the Sum of Random Quantities,”Preprint No. 345 [in Russian], Radiophysical Research Institute, Nizhny Novgorod (1992).

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Authors
  1. V. I. Esipenko
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  2. O. B. Shchuko
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Additional information

Radiophysical Research Institute, Nizhny Novgorod. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 38, No. 6, pp. 589–595, June, 1995.

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Esipenko, V.I., Shchuko, O.B. Probability density of the sum of random variables with random coefficients. Radiophys Quantum Electron 38, 390–394 (1995). https://doi.org/10.1007/BF01037773

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  • DOI: https://doi.org/10.1007/BF01037773

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