Approximating the sum of log-normal random variables (RVs) is a long-standing open issue and many studies in the old and recent literature resort to assume that the "power sum" can be well modeled via ...

This section provides an overview of a likelihood-based approach to general linear mixed models. This approach simplifies and unifies many common statistical analyses, including those involving ...

For example four moments and four linear combinations under general conditions (specified later) determine the distribution of n = 56 independent random variables, but not of 57.

The distribution of an arbitrary linear combination of Student-t random variables with odd degrees of freedom is derived. An easy method of expressing this distribution as a mixture of t-distributions ...

This paper introduce analytic solution for the problem of decorrelation of two complex random variables. The complex probability approach was described in the work. The complex cumulants and moments ...