Cumulants of the nonlinear combination of independent random variables

Authors

Sau-Lon James Hu, University of Rhode Island

Document Type

Conference Proceeding

Date of Original Version

1-1-1991

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.

Publication Title, e.g., Journal

Mechanics Computing in 1990's and Beyond

Citation/Publisher Attribution

Hu, Sau-Lon J.. "Cumulants of the nonlinear combination of independent random variables." Mechanics Computing in 1990's and Beyond (1991): 806-810. https://digitalcommons.uri.edu/oce_facpubs/303