Fundamental methods are developed for the derivation of the probability density function and moments of rational algebraic functions of independent random variables. Laplace and Mellin integral ...

The problem of finding the probability density function of the product of n identically distributed independent normal variables was solved by Springer and Thompson (1966). Their formulae for n ⩽ 7 ...

A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

Random analytic functions are a fundamental object of study in modern complex analysis and probability theory. These functions, often defined through power series with random coefficients, exhibit ...

Introduction to the theories of probability and random variables, and their applications in the analysis and modelling of engineering systems. Topics include: a review of probability and random ...

Probability Density Function: a function of a continuous random variable, such that the area under the function for an interval gives the probability that the value of the variable lies within the ...

Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution and ...