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