Approximating the Distribution for Sums of Products of Normal Variables

  title={Approximating the Distribution for Sums of Products of Normal Variables},
  author={Dr. Robert Bruce Ware and Frank Lad},
Abstract We consider how to calculate the probability that the sum of the product of variables assessed with a Normal distribution is negative. The analysis is motivated by a specific problem in electrical engineering. To resolve the problem, two distinct steps are required. First, we consider ways in which we can assess the distribution for the product of two Normally distributed variables. Three different methods are compared: a numerical methods approximation, which involves implementing a… CONTINUE READING
Highly Cited
This paper has 116 citations. REVIEW CITATIONS


Publications citing this paper.
Showing 1-10 of 53 citations

117 Citations

Citations per Year
Semantic Scholar estimates that this publication has 117 citations based on the available data.

See our FAQ for additional information.


Publications referenced by this paper.
Showing 1-9 of 9 references

Mathematical Forms of the Distribution of the Product of Two Normal Variables

  • L. A. Aroian, V. S. Taneja, L. W. Cornwell
  • 1978
Highly Influential
6 Excerpts

The Probability Function of a Product of Two Normally Distributed Variables

  • L. A. Aroian
  • Ann. Math. Statist.,
  • 1947
Highly Influential
10 Excerpts

On the Frequency Function of xy

  • C. C. Craig
  • Ann. Math. Statist.,
  • 1936
Highly Influential
6 Excerpts

Quadratic Forms in Complex Normal Variates: Basic Results

  • W. Conradie, A. Gupta
  • 1987
Highly Influential
3 Excerpts

Averaged shifted histograms: effective nonparametric density estimators in several dimensions

  • D. W. Scott
  • Annals of Statistics,
  • 1985
1 Excerpt

Numerical Evaluation of the Distribution of the Product of Two Normal Variables

  • W. Cornwell, L. A. Aroian, V. S. Taneja
  • J. Statist. Comput. Simul.,
  • 1978
3 Excerpts