Modified Normal-based Approximation to the Percentiles of Linear Combination of Independent Random Variables with Applications.
K. KrishnamoorthyPublished in: Commun. Stat. Simul. Comput. (2016)
Keyphrases
- linear combination
- random variables
- identically distributed
- sparse approximation
- graphical models
- independent and identically distributed
- probability distribution
- basis functions
- small number
- joint distribution
- bayesian networks
- conditionally independent
- conditional independence
- statistically independent
- stochastic optimization problems
- latent variables
- set of basis functions
- normal distribution
- approximation algorithms
- distribution function
- varying degrees
- conditional probabilities
- failure rate
- low rank
- conditional distributions
- joint probability distribution
- weight vector
- marginal distributions
- lead time
- random vectors
- probabilistic model
- machine learning