The approximation of a nonlinear function of a random variable by a linear function is considered. An exponential function, which arises in problems such as random sampling and random parameter linear ...

Luc Devroye, Gábor Lugosi, Local Tail Bounds for Functions of Independent Random Variables, The Annals of Probability, Vol. 36, No. 1 (Jan., 2008), pp. 143-159 ...

The answers to these questions are the means and variances of the new random variables. If the mean and variance of the original random variables are known, the mean and variance of the new random ...

Expected Values of Functions of Two Random Variables The following two formulas are used to find the expected value of a function g of random variables X and Y.

You can use the RAND () function to establish probability and create a random variable with normal distribution.