IEEE

On the Distribution of Indefinite Quadratic Forms in Gaussian Random Variables

Abstract: In this work, we propose a unified approach to evaluating the CDF and PDF of indefinite quadratic forms in Gaussian random variables. Such a quantity appears in many applications in ...
Utah State University

Continuous Random Variables

Amusement park patrons, wanting to go on a log ride, might not have to wait in line at all, they might have to wait for hours, or the wait could be anywhere in between. For a random log rider, the ...
IEEE

Novel Methods to Construct Empirical CDF for Continuous Random Variables using Censor Data

Abstract: We deal with the problem of creating empirical CDF (ECDF) for a continuous random variable X, defined as time of an event of interest, such as failure or repair. The data sample to construct ...
JSTOR Daily

Triangular Approximations for Continuous Random Variables in Risk Analysis

This paper examines further the problem of approximating the distribution of a continuous random variable based on three key percentiles, typically the median (50th percentile) and the 5% points (5th ...