Open AccessAn Estimate of the Probability Density Function of the Sum of a Random Number N
Author(s) -
Angelo Gifuni,
Antonio Sorrentino,
Giuseppe Ferrara,
Maurizio Migliaccio
Publication year - 2015
Publication title -
journal of computational engineering
Language(s) - English
Resource type - Journals
eISSN - 2356-7260
pISSN - 2314-6443
DOI - 10.1155/2015/801652
Subject(s) - algorithm , computer science
A new estimate of the probability density function (PDF) of the sum of a random number of independent and identically distributed (IID) random variables Xi (i=1, 2, …, N) is shown. The sum PDF is represented as a sum of normal PDFs weighted according to the N PDF. The analytical model is verified by numerical simulations. The comparison is made by the Chi-Square Goodness-of-Fit test
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