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Re: Determining if samples are normal


From: Mike Miller
Subject: Re: Determining if samples are normal
Date: Tue, 27 Sep 2005 01:02:31 -0500 (CDT)

On Mon, 26 Sep 2005, Raymond E. Rogers wrote:

For a good presentation try
"The Algebra of Random Variables"   M.D. Springer
Of course it's out of print and I probably have the last private copy:)
Publishers should really get with it and make out of print books
available electronically.
In any case ,
The PDF(a+b)=L^-L(F(a)*L(b))  LaPlace transforms
The PDF(a*b)=M^-1(M(a)*M(b))  Mellin Transforms
theoretically you can do any algebraic equation of pdf's.
Springer also develops a more general method of analysis involving
H-functions; I haven't gone there.


Interesting.  Here's some more related stuff:

http://www.math.wm.edu/~leemis/2003csada.pdf
http://www.math.wm.edu/~leemis/2003acsada.pdf

Mike



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