Abstract: Four commonly used measures of error are the root mean square error (RMSE), the geometric mean error (GME), the mean radial error (MRE), and the circular or ...
A composite random variable is a product (or sum of products) of statistically distributed quantities. Such a variable can represent the solution to a multi-factor quantitative problem submitted to a ...
A technique for generating normally distributed random numbers is described. It is faster than those currently in general use and is readily applicable to both binary and decimal computers.
Abstract: In this chapter, we introduce the concept of a random variable and develop the procedures for characterizing random variables, including the cumulative distribution function, as well as the ...
In this paper, we extend Stein's method to the distribution of the product of n independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which ...
In the board game "Chick-a-Pig," a cow that sits in the center of the board and creates an obstacle for players attempting to move across the board. On each turen, a player rolls a die to determine ...
We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...
If the probability that a randomly selected person will vote in the next election is 0.39, how would we find the probability that more than half of the people in a sample of 1000 will vote? Since the ...