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

dc.contributor.author	Dushatov N. T.
dc.date.accessioned	2025-12-29T14:26:53Z
dc.date.issued	2025-04-10
dc.description.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.
dc.format	application/pdf
dc.identifier.uri	https://webofjournals.com/index.php/1/article/view/3842
dc.identifier.uri	https://asianeducationindex.com/handle/123456789/21924
dc.language.iso	eng
dc.publisher	Web of Journals Publishing
dc.relation	https://webofjournals.com/index.php/1/article/view/3842/3804
dc.rights	https://creativecommons.org/licenses/by-nc-nd/4.0
dc.source	Web of Teachers: Inderscience Research ; Vol. 3 No. 4 (2025): WOT; 106-109
dc.source	2938-379X
dc.subject	Random variable, density function, exponential distribution, characteristic function, order moment, correlation coefficient, numerical covariance coefficient, conjugate density function.
dc.title	HIGH-ORDER MOMENTS OF THE SUM OF RANDOM VARIABLES USING THE METHOD OF CHARACTERISTIC FUNCTIONS
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/publishedVersion
dc.type	Peer-reviewed Article

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