The Sum and Difference of Two Lognormal Random Variables.
Chi-Fai LoPublished in: J. Appl. Math. (2012)
Keyphrases
- random variables
- graphical models
- probability distribution
- conditional independence
- latent variables
- normal distribution
- stochastic optimization problems
- independent and identically distributed
- distribution function
- joint distribution
- probability density
- directed acyclic graph
- bayesian networks
- conditional probabilities
- additive noise
- random vectors
- objective function
- probabilistic graphical models
- failure rate
- conditionally independent
- probabilistic model
- statistically independent
- continuous variables
- belief propagation
- first order logic
- marginal distributions
- convex functions