Cumulants of the Nonlinear Combination of Independent Random Variables

by Sau-Lon James Hu, Univ of Rhode Island, Kingston, United States,



Document Type: Proceeding Paper

Part of: Mechanics Computing in 1990's and Beyond

Abstract:

A random variable of interest is often the sum of linear or nonlinear combinations of many independent random variables. In calculating the statistics of this random sum, advantages of simplicity and computational efficiency can be obtained by operating with cumulants.

Subject Headings: Statistics | Probability | Linear functions | Gaussian process | Excitation (physics) | Mathematics | Computing in civil engineering

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