Density functions are nonnegative for all real numbers but greater than zero only at a finite or countably infinite number of points. Density functions are nonnegative for all real numbers and are ...
We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...
In this paper, we extend Stein's method to the distribution of the product of n independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which ...