Publication
A new R-function to estimate the PDF of the product of two uncorrelated normal variables
| datacite.subject.sdg | 04:Educação de Qualidade | pt_PT |
| dc.contributor.author | Seijas-Macias, J. Antonio | |
| dc.contributor.author | Oliveira, Amilcar | |
| dc.contributor.author | Oliveira, Teresa | |
| dc.date.accessioned | 2024-11-08T11:01:31Z | |
| dc.date.available | 2024-11-08T11:01:31Z | |
| dc.date.issued | 2023-08-14 | |
| dc.description.abstract | This paper analyses the implementation of a procedure using the software R to calculate the Probability Density Function (PDF) of the product of two uncorrelated Normally Distributed Random Variables. The problem of estimating the distribution of the product of two random variables has been solved for some particular cases, but there is no unique expression for all possible situations. In our study, we chose Rohatgi’s theorem as a basis for approximating the product of two uncorrelated Normally Distributed Random Variables. The numerical approximation of the product PDF was calculated using a function that we implemented in R. Several numerical examples show that the approximations obtained in R fit the theoretical values of the product distributions. The results obtained with our R function are very positive when we compare them with the Monte Carlo Simulation of the product of the two variables. | pt_PT |
| dc.description.sponsorship | This research was partially funded by FCT—Fundação para a Ciência e a Tecnologia under the project—UIBD/00006/2020 and this research was partially funded by FUAC—Fundación Univesidade da Coruña by special funds of the Cátedra de Internacionalización Luis Fernández Somoza. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Seijas-Macias, A.; Oliveira, A.; Oliveira, T.A. A New R-Function to Estimate the PDF of the Product of Two Uncorrelated Normal Variables. Mathematics 2023, 11, 3515. https://doi.org/10.3390/math11163515 | pt_PT |
| dc.identifier.doi | 10.3390/math11163515 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.2/16747 | |
| dc.language.iso | eng | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.publisher | MDPI | pt_PT |
| dc.relation.publisherversion | https://www.mdpi.com/2227-7390/11/16/3515 | pt_PT |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | pt_PT |
| dc.subject | Product normal variables | pt_PT |
| dc.subject | Normal distribution | pt_PT |
| dc.subject | Rohatgi’s theorem | pt_PT |
| dc.subject | Numerical integration | pt_PT |
| dc.title | A new R-function to estimate the PDF of the product of two uncorrelated normal variables | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.issue | 16 | pt_PT |
| oaire.citation.startPage | 3515 | pt_PT |
| oaire.citation.title | Mathematics | pt_PT |
| oaire.citation.volume | 11 | pt_PT |
| person.familyName | Seijas-Macias | |
| person.familyName | Oliveira | |
| person.familyName | Oliveira | |
| person.givenName | J. Antonio | |
| person.givenName | Amilcar | |
| person.givenName | Teresa Azinheira | |
| person.identifier | 1155497 | |
| person.identifier.ciencia-id | 3717-BC82-53C2 | |
| person.identifier.ciencia-id | 7110-61B4-B87F | |
| person.identifier.ciencia-id | 8814-A54B-12DE | |
| person.identifier.orcid | 0000-0002-6056-3257 | |
| person.identifier.orcid | 0000-0001-5500-7742 | |
| person.identifier.orcid | 0000-0003-3283-9946 | |
| person.identifier.rid | J-3077-2019 | |
| person.identifier.scopus-author-id | 57194105655 | |
| person.identifier.scopus-author-id | 55675222550 | |
| person.identifier.scopus-author-id | 54403540300 | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | article | pt_PT |
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