The exact distribution of the sum of stable random variables.
Saralees NadarajahStephen ChanPublished in: J. Comput. Appl. Math. (2019)
Keyphrases
- random variables
- probability distribution
- graphical models
- normal distribution
- joint distribution
- distribution function
- conditional independence
- stochastic optimization problems
- bayesian networks
- marginal distributions
- conditional distribution
- conditional probabilities
- directed acyclic graph
- random vectors
- probability density
- independent and identically distributed
- latent variables
- identically distributed
- failure rate
- conditional distributions
- conditionally independent
- stochastic processes
- statistically independent
- joint probability distribution
- probabilistic model
- test statistic
- marginal probabilities
- lead time
- maximum likelihood
- belief propagation
- probability density function