Approximating the Distribution for Sums of Products of Normal Variables

@inproceedings{Ware2003ApproximatingTD,
  title={Approximating the Distribution for Sums of Products of Normal Variables},
  author={Dr. Robert Bruce Ware and Frank Lad},
  year={2003}
}
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
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