An Estimate of the Probability Density Function of the Sum of a Random Number N of Independent Random Variables. (6th April 2015)

• Record Type: Journal Article
• Authors: Gifuni, Angelo; Sorrentino, Antonio; Ferrara, Giuseppe; Migliaccio, Maurizio
• Other Names: Xing Liudong Academic Editor.
• Is Part Of: Journal of computational engineering. Volume 2015(2015)
• Publication Date: 2015-04-06
• Subjects: Engineering mathematics -- Periodicals; Engineering -- Mathematical models -- Periodicals; Engineering -- Mathematical models; Engineering mathematics; Periodicals; 620.00285
• DOI: 10.1155/2015/801652
• Languages: English
• ISSNs: 2356-7260

Abstract

Abstract : A new estimate of the probability density function (PDF) of the sum of a random number of independent and identically distributed (IID) random variablesX i ( i = 1, 2, …, N ) is shown. The sum PDF is represented as a sum of normal PDFs weighted according to theN PDF. The analytical model is verified by numerical simulations. The comparison is made by the Chi-Square Goodness-of-Fit test.