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Explicit Bounds for the Distribution Function of the Sum of Dependent Normally Distributed Random Variables
Explicit Bounds Dependent Normally Distributed Random Variables Distribution Function of the Sum
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2011/9/19
Abstract: In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the i...
Multivariate non-normally distributed random variables in climate research–introduction to the copula approach
random variables climate research introduction copula approach
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2009/11/2
Probability distributions of multivariate random variables are generally more complex compared to their univariate counterparts which is due to a possible nonlinear dependence between the random varia...