Bounds and Approximations for the Distribution of a Sum of Lognormal Random Variables.
Fredrik BerggrenPublished in: CoRR (2024)
Keyphrases
- random variables
- probability distribution
- graphical models
- normal distribution
- joint distribution
- bayesian networks
- distribution function
- marginal distributions
- upper bound
- independent and identically distributed
- linear functions
- latent variables
- conditional distribution
- power law
- distribution free
- conditional distributions
- conditional probabilities
- joint probability distribution
- stochastic optimization problems
- hazard rate
- lower bound
- probability density
- continuous variables
- conditional independence
- test statistic
- failure rate
- identically distributed
- statistically independent
- conditionally independent
- closed form
- objective function
- upper and lower bounds
- probabilistic model
- marginal probabilities
- lower and upper bounds
- large deviations
- service times