New Quadrature-Based Approximations for the Characteristic Function and the Distribution Function of Sums of Lognormal Random Variables.
Ashraf S. Hasan MahmoudPublished in: IEEE Trans. Veh. Technol. (2010)
Keyphrases
- random variables
- distribution function
- graphical models
- probability distribution
- bayesian networks
- conditional independence
- joint distribution
- latent variables
- cumulative distribution functions
- conditional probabilities
- independent and identically distributed
- stochastic optimization problems
- closed form
- probability density
- normal distribution
- conditionally independent
- variational methods
- identically distributed