Point estimates for probability moments
E Rosenblueth - Proceedings of the National Academy of …, 1975 - National Acad Sciences
Proceedings of the National Academy of Sciences, 1975•National Acad Sciences
Given a well-behaved real function Y of a real random variable X and the first two or three
moments of X, expressions are derived for the moments of Y as linear combinations of
powers of the point estimates y (x+) and y (x-), where x+ and x-are specific values of X.
Higher-order approximations and approximations for discontinuous Y using more point
estimates are also given. Second-moment approximations are generalized to the case when
Y is a function of several variables.
moments of X, expressions are derived for the moments of Y as linear combinations of
powers of the point estimates y (x+) and y (x-), where x+ and x-are specific values of X.
Higher-order approximations and approximations for discontinuous Y using more point
estimates are also given. Second-moment approximations are generalized to the case when
Y is a function of several variables.
Given a well-behaved real function Y of a real random variable X and the first two or three moments of X, expressions are derived for the moments of Y as linear combinations of powers of the point estimates y(x+) and y(x-), where x+ and x- are specific values of X. Higher-order approximations and approximations for discontinuous Y using more point estimates are also given. Second-moment approximations are generalized to the case when Y is a function of several variables.
National Acad Sciences
以上显示的是最相近的搜索结果。 查看全部搜索结果