Chapter 2. Sums and Other Functions of Several Random Variables
Published Online: 14 SEP 2007
DOI: 10.1002/9780470035061.ch2
Copyright © 2007 John Wiley & Sons, Ltd
Book Title
Intermediate Probability: A Computational Approach
Additional Information
How to Cite
Paolella, M. S. (2007) Sums and Other Functions of Several Random Variables, in Intermediate Probability: A Computational Approach, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470035061.ch2
Publication History
- Published Online: 14 SEP 2007
- Published Print: 24 AUG 2007
ISBN Information
Print ISBN: 9780470026373
Online ISBN: 9780470035061
- Summary
- Chapter
Keywords:
- random variables;
- independent random variable - weighted sums;
- exact integral expressions;
- symmetry of problem;
- approximating mean and variance;
- Jensen's inequality
Summary
This chapter contains sections titled:
Weighted sums of independent random variables
Exact integral expressions for functions of two continuous random variables
Approximating the mean and variance
Problems