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Several Methods of Calculating the Distribution of Linear Combinations of Two-Dimensional Random Variables

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Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 6987))

Abstract

In this paper, we mainly present three methods of calculating the density function of distribution of linear combination of two-dimensional random variables.

This work is supported by Natural Science Foundation of Shanxi Provice, China (Crant No. 2010011008).

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References

  1. Shen, H.F.: Probability Theory and Mathematical Statistics, pp. 139–150. Higher Education Press (HEP), Beijing (2001)

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  2. Zhang, Z.C.: The Computation Method for the Distribution of a Sum on Two-dimensional Continuous Random Variable. Journal of Changchun Normal University (Natural Science) 25(1), 32–33 (2006)

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© 2011 Springer-Verlag Berlin Heidelberg

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Li, Y., Zhang, H. (2011). Several Methods of Calculating the Distribution of Linear Combinations of Two-Dimensional Random Variables. In: Gong, Z., Luo, X., Chen, J., Lei, J., Wang, F.L. (eds) Web Information Systems and Mining. WISM 2011. Lecture Notes in Computer Science, vol 6987. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-23971-7_7

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  • DOI: https://doi.org/10.1007/978-3-642-23971-7_7

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-23970-0

  • Online ISBN: 978-3-642-23971-7

  • eBook Packages: Computer ScienceComputer Science (R0)

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