Exact Distributions of the Sum of Two Standard Bivariate Normal Dependent Random Variables

摘要：

The distribution of αX+βY+has been studied by several authors especially when X and Yare independent random variables and come from the same family. However, there is relatively little work of thiskind when X and Y are correlated random variables. Based on this consideration, in this paper, we takesbivariate standard normal distribution which is widely applied in our life as an example, derive the exactdistributions of X Y+. The expressions for the pdf of the sum of two dependent random variables are given.The plots for the pdf, and statistical application of the distribution have been provided. The work is motivated byreal-life examples in quality and reliability engineering.

作者: Guo Yun-fei Yin Zhe

作者单位: Mathematics Department, Yanbian University, Yanji 133002 Mathematics Department, Yanbian University, Yanji 133002 Department of Information Management, Pekin

会议类型: 国际会议

会议名称: The 4th International Conference on Bioinformatics and Biomedical Engineering(第四届IEEE生物信息与生物医学工程国际会议 iCBBE 2010)

会议地点: 成都

会议语种:英文

页码: 1-5

在线出版日期: 2010-06-18（万方平台首次上网日期，不代表论文的发表时间）