On distribution of sums of random variables with invariant links and their modeling

Sergey V. Chebotarev

Altai State Pedagogical University, Molodezhnaya, 55, Barnaul, 656015, Russia

Abstract: A general form of distribution of a sum of a finite number of absolutely continuous random variables is obtained, examples of constructing and modeling sequences with averaged links (with invariant links) are considered based on the distribution of the sum of these random variables.

Keywords: sequences of random variables, sum of a finite number of random variables, sum of dependent random variables, distribution of sums of absolutely continuous random variables.

UDC: 519.21

Received: 13.02.2019
Received in revised form: 10.06.2019
Accepted: 14.07.2019

Language: English

DOI: 10.17516/1997-1397-2019-12-5-628-636

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