Approximate Normality of Low Degree Polynomials in Normal Independent Variables

Ferreira, Dário; Ferreira, Sandra S.; Nunes, Célia; Ramos, Luís; Mexia, João T.

http://hdl.handle.net/10400.6/9140

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Abstract(s)

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 Approximate normality Low degree polynomials

URI

http://hdl.handle.net/10400.6/9140

Citation

• Ferreira, D; Ferreira, Sandra S; Nunes C; Ramos, L. and Mexia, J. T. (2012). Approximate Normality of Low Degree Polynomials in Normal Independent Variables. Far East Journal of Mathematical Sciences Volume 68, Issue 2, pages 287-296.