Some Properties of Simple Functions of Random Variables
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.
Volume (Year): 46 (1978)
Issue (Month): 01 (April)
|Contact details of provider:|| Postal: AARES Central Office Manager, Crawford School of Public Policy, ANU, Canberra ACT 0200|
Phone: 0409 032 338
Web page: http://www.aares.info/
More information through EDIRC
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.:
- 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.
- 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.
- 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.
- 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.
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.