Algorithms for computing the distributions of sums of discrete random variables

DOI10.1016/J.MCM.2005.01.003MaRDI QIDQ2486755zbMATH OpenOpenAlexFDO

Authors Diane L. Evans, Lawrence M. Leemis

Publication date 17 August 2005

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2005.01.003

zbMATH Keywords

Computer algebra systemsConvolutionProbability

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to probability theory (60-04) Probability distributions: general theory (60E05)

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Cites work

• Computing the distribution of the product of two continuous random variables
• scientific article; zbMATH DE number 3146343 (Why is no real title available?)
• scientific article; zbMATH DE number 1161555 (Why is no real title available?)
• scientific article; zbMATH DE number 1461222 (Why is no real title available?)
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• scientific article; zbMATH DE number 3267795 (Why is no real title available?)
• scientific article; zbMATH DE number 3305564 (Why is no real title available?)
• On the exact convolution of discrete random variables

Cited in

(11)

• Simple and efficient algorithms for computing exact cumulative discrete probabilities and its inverses
• A fully polynomial-time approximation scheme for approximating a sum of random variables
• Direct calculation of probabilities of sums of independet lattice random variables
• Estimating the probability of meeting a deadline in schedules and plans
• The distribution of a linear combination of r independent discrete random variables
• Algorithms for Generating Discrete Random Variables with a Given Generating Function or a Given Moment Sequence
• scientific article; zbMATH DE number 1205937 (Why is no real title available?)
• The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables
• On computing the distribution function of the sum of independent random variables
• Discrete random bounds for general random variables and applications to reliability
• Computing the distribution of the product of two continuous random variables

Describes a project that uses

Uses Software

• APPL

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