Cumulants of the nonlinear combination of independent random variables
Date of Original Version
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
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