Approximate Normality of Low Degree Polynomials in Normal Independent Variables

Dário Ferreira; Sandra Maria Bargão Saraiva  Ferreira; Célia Maria Pinto  Nunes; Luís Pedro Carneiro Ramos; João Tiago Praça Nunes Mexia

Approximate Normality of Low Degree Polynomials in Normal Independent Variables

Dário Ferreira, Sandra Maria Bargão Saraiva Ferreira, Célia Maria Pinto Nunes, Luís Pedro Carneiro Ramos, João Tiago Praça Nunes Mexia

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

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.

Original language	English
Pages (from-to)	287-296
Number of pages	10
Journal	Far East Journal Of Mathematical Sciences
Volume	68
Issue number	2
Publication status	Published - 1 Jan 2012

Cite this

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title = "Approximate Normality of Low Degree Polynomials in Normal Independent Variables",

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 = "almost surely convergence, low degree polynomials, approximate normality",

author = "D{\'a}rio Ferreira and Ferreira, \{Sandra Maria Barg{\~a}o Saraiva\} and Nunes, \{C{\'e}lia Maria Pinto\} and Ramos, \{Lu{\'i}s Pedro Carneiro\} and Mexia, \{Jo{\~a}o Tiago Pra{\c c}a Nunes\}",

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T1 - Approximate Normality of Low Degree Polynomials in Normal Independent Variables

AU - Ferreira, Dário

AU - Ferreira, Sandra Maria Bargão Saraiva

AU - Nunes, Célia Maria Pinto

AU - Ramos, Luís Pedro Carneiro

AU - Mexia, João Tiago Praça Nunes

PY - 2012/1/1

Y1 - 2012/1/1

N2 - 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.

AB - 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.

KW - almost surely convergence

KW - low degree polynomials

KW - approximate normality

M3 - Article

SN - 0972-0871

VL - 68

SP - 287

EP - 296

JO - Far East Journal Of Mathematical Sciences

JF - Far East Journal Of Mathematical Sciences

IS - 2

ER -

Approximate Normality of Low Degree Polynomials in Normal Independent Variables

Abstract

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