Moments of the sum of correlated log-normal random variables.
Aysel SafakMehmet SafakPublished in: VTC (1994)
Keyphrases
- random variables
- log normal
- independent and identically distributed
- statistically independent
- graphical models
- probability distribution
- bayesian networks
- conditional independence
- joint distribution
- stochastic optimization problems
- normal distribution
- latent variables
- objective function
- joint probability distribution
- distribution function
- conditional probabilities
- additive noise
- lead time
- probabilistic model
- probability density
- marginal distributions
- stochastic processes
- conditional distributions
- maximum likelihood
- continuous variables
- probabilistic graphical models
- message passing
- belief propagation
- identically distributed
- random vectors