Application of Stein method in solving linear combination probability distribution of random variables
This paper presents a method to prove the probability distribution of linear combinations of random variables based on the modified Stein equation.Based on the linear combination H=m-1 Zr+n-1 of random varia-bles Zr and Zr,Stein equation about H is obtained by using the Stein feature of gamma distribution Γ(r,1).By adding the quadratic differentiable function and using the improved Stein equation,the probability density function and the display formula about H+and H are obtained.
gamma distributionprobability density functionStein method
万方数据
维普
