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Original Articles

An Approximation for the Error of the Normal Approximation to a Linear Combination of Independently Distributed Random Variables

Pages 242-426 | Received 01 Jan 1985, Published online: 30 May 2007

References

  • Hool , J.N. , and Maghsoodloo , S. , 1980 , “ Normal approximation to linear combination of independently distributed random variables ,” AIEE Transactions , Vol. 12 , No. 2 , 140 – 144 .
  • Shore , H. , 1986 , “ Surple general approximations for a random variable and its inverse distribution function based on linear transformations of a non-skewed variate ,” SIAM, Journal on Scientific and Statistical Computing. Vol. 7 , No. 1 , 1 – 23 .
  • Shore , H. , 1986 , “ An approximation for the inverse distribution function of a combination of random variables, with an application to operating theatres ,” Journal of Statistical Computation and Simulation , Vol. 23 , No. 3 , 157 – 181 .

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