The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables
Abstract
We propose a new algorithm to compute numerically the distribution function of the sum of d dependent, non-negative random variables with given joint distribution.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.