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发帖数: 53 | 1 Suppose we know the distributions of X1, X2, ..., Xn, any suggesions on how
to compute the quantiles/distributions of X1+X2+...+Xn? Note that X1, X2, ..
., and Xn may be independent or dependent; they may or may not assume the
same pdfs (or pdfs of the same form, e.g., Gaussian).
It has been shown that this computation is NP-hard in general, so I wonder
if there is any effective pseudo-polynomial algorithm or approximate
algorithms for solving the problem? Any advice will be greatly appreciated. |
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