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Far East Journal of Mathematical Sciences (FJMS)

Far East Journal of Mathematical Sciences (FJMS)
Volume 68, Issue 2, Pages 287 - 296 (September 2012)

APPROXIMATE NORMALITY OF LOW DEGREE POLYNOMIALS IN NORMAL INDEPENDENT VARIABLES
DÃ¡rio Ferreira, Sandra Saraiva Ferreira, CÃ©lia Nunes, LuÃs Ramos and JoÃ£o Tiago Mexia

Abstract:

In this paper, we emphasize that polynomials are asymptotically linear functions and show, through Monte Carlo methods, that when the variation coefficients are small, low degree polynomials in normal independent variables are approximately normal. An application which illustrates the approach is presented.

Keywords and phrases: almost surely convergence, approximate normality, low degree polynomials.

Number of Downloads: 390 | Number of Views: 1601

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P-ISSN: 0972-0871

E-ISSN: 2584-1246

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