Cumulants of the Nonlinear Combination of Independent Random Variables

See related content

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 | Linear functions | Computing in civil engineering | Gaussian process | Excitation (physics) |

Services: Buy this book/Buy this article


Return to search