On Fri, 7 Mar 2003 11:36:46 +0800, "ZHANG Yan" <[EMAIL PROTECTED]> wrote:
>Hi, I need to find the following probability problem: > >if the distributions of n indepednet random variables Y1,Y2,...Yn are given, >ie. >P(Yi=yi) is known for i=1..n; > >I need to find the following probability: >P(Y1+Y2+...+Yn = M)=? > >First I use n cycles, but the time comsumptio is too high. could you plz >give me some tips on any fast algorithm to compute the probability? > If n is perhaps 10 or more, P(M) is a normal distribution (approximately) and you can determine its mean and sigma by addition of the means and variances of the P(Y) distributions. The conditions for this being a valid approximation were discussed extensively in a thread on sci.stat.math which began with the message: Message-ID: <[EMAIL PROTECTED]> (Use Google advanced search to find the thread) John Bailey http://home.rochester.rr.com/jbxroads/mailto.html . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
