A new estimate of the probability density function (PDF) of the sum of a random number of independent and identically distributed (IID) random variables is shown. The sum PDF is represented as a sum of normal PDFs weighted according to the PDF. The analytical model is verified by numerical simulations. The comparison is made by the Chi-Square Goodness-of-Fit test.

An Estimate of the Probability Density Function of the Sum of a Random Number N of Independent Random Variables

GIFUNI, Angelo;SORRENTINO, Antonio;FERRARA, Giuseppe;MIGLIACCIO, Maurizio
2015

Abstract

A new estimate of the probability density function (PDF) of the sum of a random number of independent and identically distributed (IID) random variables is shown. The sum PDF is represented as a sum of normal PDFs weighted according to the PDF. The analytical model is verified by numerical simulations. The comparison is made by the Chi-Square Goodness-of-Fit test.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11367/44202
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