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.

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Year of publication:	1978
Authors:	Anderson, Jock R. ; Doran, Howard E.
Published in:	Review of Marketing and Agricultural Economics. - Australian Agricultural and Resource Economics Society - AARES. - Vol. 46.1978, 01
Publisher:	Australian Agricultural and Resource Economics Society - AARES
Subject:	Research Methods/ Statistical Methods

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005480379