HIGH-ORDER MOMENTS OF THE SUM OF RANDOM VARIABLES USING THE METHOD OF CHARACTERISTIC FUNCTIONS

Authors

  • Dushatov N. T. Almalyk Branch of Tashkent State Technical University Named After Islam Karimov

Keywords:

Random variable, density function, exponential distribution, characteristic function, order moment, correlation coefficient, numerical covariance coefficient, conjugate density function.

Abstract

The problem of determining the order moment of the sum of random variables (r.v.) using the method of characteristic functions (ch.f.) is studied in the article. order moment of the sum of independent and dependent r.v.-es subject to the exponential law with the parameter is found.

Downloads

Published

2025-04-10

Issue

Vol. 3 No. 4 (2025): WOT

Section

Articles

License

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

How to Cite

HIGH-ORDER MOMENTS OF THE SUM OF RANDOM VARIABLES USING THE METHOD OF CHARACTERISTIC FUNCTIONS. (2025). Web of Teachers: Inderscience Research , 3(4), 106-109. https://webofjournals.com/index.php/1/article/view/3842