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Some Properties of Simple Functions of Random Variables

Author

Listed:
  • 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.

Suggested Citation

  • Anderson, Jock R. & Doran, Howard E., 1978. "Some Properties of Simple Functions of Random Variables," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 0(Number 01), pages 1-11, April.
  • Handle: RePEc:ags:remaae:10336
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    File URL: http://ageconsearch.umn.edu/record/10336/files/46010037.pdf
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    References listed on IDEAS

    as
    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. P. B. R. Hazell & P. L. Scandizzo, 1975. "Market Intervention Policies When Production Is Risky," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 57(4), pages 641-649.
    4. 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.
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    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. 0(Number 03), pages 1-31, December.
    2. King, Robert P., 1979. "Operational Techniques for Applied Decision Analysis Under Uncertainty," AAEA Fellows - Dissertations and Theses, Agricultural and Applied Economics Association, number 181951, August.

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    Keywords

    Research Methods/ Statistical Methods;

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