Bounds for the sum of conditional gaussian random variables Answer

Hello expensive customer to our community We will proffer you an answer to this query Bounds for the sum of conditional gaussian random variables ,and the respond will breathe typical by way of documented info sources, We welcome you and proffer you fresh questions and solutions, Many customer are questioning concerning the respond to this query.

Bounds for the sum of conditional gaussian random variables

Let $X_1,…,X_n$ breathe $n$ gaussian random variables $N(0,1)$ not essentially unbiased or collectively correlated, $S=sum_{i=1}^n w_i X_i$ breathe the weighted sum of those gaussian variables (as a result of $(X_i)_{i=1,..,n}$ usually are not collectively correlated, $S$ can breathe non usually distributed)

1/ What are the higher certain and/or scowl certain of $P(S leq x)$ $forall xin mathbb{R}$?

2/ And what are the higher certain and/or scowl certain of $P(S leq x)$ if we all know the covariance matrix $Omega$ of those $n$ gaussian random variables?

Could you delight suggest me some references on this theme?

Thank you in forward.

we’ll proffer you the answer to Bounds for the sum of conditional gaussian random variables query by way of our community which brings all of the solutions from a number of dependable sources.

Add comment