Estimating the distribution of a stochastic sum of IID random variables
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DOI: 10.1515/ms-2017-0389
Abstract: Abstract Suggested is a non-parametric method and algorithm for estimating the probability distribution of a stochastic sum of independent identically distributed continuous random variables, based on combining and numerically inverting the associated empirical characteristic function… read more here.
Keywords: stochastic sum; random variables; distribution; distribution stochastic ... See more keywords