Point estimates for probability moments

AUTOR(ES)

Rosenblueth, Emilio

RESUMO

Given a well-behaved real function Y of a real random variable X and the first two or three moments of X, expressions are derived for the moments of Y as linear combinations of powers of the point estimates y(x+) and y(x-), where x+ and x- are specific values of X. Higher-order approximations and approximations for discontinuous Y using more point estimates are also given. Second-moment approximations are generalized to the case when Y is a function of several variables.

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