Exact Distributions of the Sum of Two Standard Bivariate Normal Dependent Random Variables

Author

Guo Yun-fei ; Yin Zhe

Author_Institution

Math. Dept., Yanbian Univ., Yanji, China

fYear

2010

fDate

18-20 June 2010

Firstpage

1

Lastpage

5

Abstract

The distribution of αX + βY has been studied by several authors especially when X and Y are independent random variables and come from the same family. However, there is relatively little work of this kind when X and Y are correlated random variables. Based on this consideration, in this paper, we takes bivariate standard normal distribution which is widely applied in our life as an example, derive the exact distributions of X +Y . The expressions for the pdf of the sum of two dependent random variables are given. The plots for the pdf, and statistical application of the distribution have been provided. The work is motivated by real-life examples in quality and reliability engineering.

Keywords

random processes; statistical analysis; real-life examples; reliability engineering; standard bivariate normal dependent random variables; statistical application; Gaussian distribution; Information management; Mathematics; Probability density function; Random variables; Reliability engineering;

fLanguage

English

Publisher

ieee

Conference_Titel

Bioinformatics and Biomedical Engineering (iCBBE), 2010 4th International Conference on

Conference_Location

Chengdu

ISSN

2151-7614

Print_ISBN

978-1-4244-4712-1

Electronic_ISBN

2151-7614

Type

conf

DOI

10.1109/ICBBE.2010.5516211

Filename

5516211