On the distribution of linear combinations of independent Gumbel random variables.
Filipe J. MarquesCarlos Agra CoelhoMiguel De CarvalhoPublished in: Stat. Comput. (2015)
Keyphrases
- random variables
- linear combination
- identically distributed
- marginal distributions
- probability distribution
- independent and identically distributed
- graphical models
- joint distribution
- statistically independent
- conditional distribution
- conditional independence
- basis functions
- latent variables
- distribution function
- small number
- stochastic optimization problems
- bayesian networks
- normal distribution
- conditionally independent
- low order
- probability density
- hazard rate
- directed acyclic graph
- varying degrees
- conditional distributions
- probabilistic model
- joint probability distribution
- conditional probabilities
- higher order
- multiscale
- test statistic
- random vectors