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distribution of a function of random variables
Posted:
Jun 18, 1996 8:23 AM


what is the distribution of f(t) where:
f(t)= a*exp(b*sin(t+c))
a, b,c follow a multinormal with known mean and variancecovariance.
Is it possible to get an anlytic result or should I proceed by simulation?
 Irene AbiZeid, ph.d. student email: irene.abizeid@drev.dnd.ca



