Advanced Search
MyIDEAS: Login to save this article or follow this journal

Some Properties of Simple Functions of Random Variables

Contents:

Author Info

  • Anderson, Jock R.
  • Doran, Howard E.

Abstract

Simple functions of random variables, such as sums, products, quotients and powers, arise in many applications in stochastic economics. It is sometimes convenient to determine the moments of such functions. Cases where this has been or can be done analytically are reviewed, and comments offered on procedures for when analysis fails.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://purl.umn.edu/10336
Download Restriction: no

Bibliographic Info

Article provided by Australian Agricultural and Resource Economics Society in its journal Review of Marketing and Agricultural Economics.

Volume (Year): 46 (1978)
Issue (Month): 01 (April)
Pages:

as in new window
Handle: RePEc:ags:remaae:10336

Contact details of provider:
Postal: AARES Central Office Manager, Crawford School of Public Policy, ANU, Canberra ACT 0200
Phone: 0409 032 338
Email:
Web page: http://www.aares.info/
More information through EDIRC

Related research

Keywords: Research Methods/ Statistical Methods;

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. Freebairn, J W, 1976. "The Value and Distribution of the Benefits of Commodity Price Outlook Information," The Economic Record, The Economic Society of Australia, vol. 52(138), pages 199-212, June.
  2. Jack Hayya & Donald Armstrong & Nicolas Gressis, 1975. "A Note on the Ratio of Two Normally Distributed Variables," Management Science, INFORMS, vol. 21(11), pages 1338-1341, July.
  3. Jack C. Hayya & William L. Ferrara, 1972. "On Normal Approximations of the Frequency Functions of Standard Forms Where the Main Variables are Normally Distributed," Management Science, INFORMS, vol. 19(2), pages 173-186, October.
  4. Kleijnen, J.P.C., 1974. "A note on sampling two correlated variables," Open Access publications from Tilburg University urn:nbn:nl:ui:12-369895, Tilburg University.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Anderson, Jock R., 1979. "Impacts of Climatic Variability in Australian Agriculture: A Review," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 47(03), December.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ags:remaae:10336. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.