{"id":"https://openalex.org/W2563427483","doi":"https://doi.org/10.1109/lsp.2016.2643281","title":"A Closed-Form Approximation for the CDF of the Sum of Independent Random Variables","display_name":"A Closed-Form Approximation for the CDF of the Sum of Independent Random Variables","publication_year":2016,"publication_date":"2016-12-21","ids":{"openalex":"https://openalex.org/W2563427483","doi":"https://doi.org/10.1109/lsp.2016.2643281","mag":"2563427483"},"language":"en","primary_location":{"id":"doi:10.1109/lsp.2016.2643281","is_oa":false,"landing_page_url":"https://doi.org/10.1109/lsp.2016.2643281","pdf_url":null,"source":{"id":"https://openalex.org/S120629676","display_name":"IEEE Signal Processing Letters","issn_l":"1070-9908","issn":["1070-9908","1558-2361"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Signal Processing Letters","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/11336/59152","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069831147","display_name":"Juan Augusto Maya","orcid":"https://orcid.org/0000-0002-5072-343X"},"institutions":[{"id":"https://openalex.org/I24354313","display_name":"University of Buenos Aires","ror":"https://ror.org/0081fs513","country_code":"AR","type":"education","lineage":["https://openalex.org/I24354313"]}],"countries":["AR"],"is_corresponding":true,"raw_author_name":"Juan Augusto Maya","raw_affiliation_strings":["Universidad de Buenos Aires, Buenos Aires, Argentina"],"affiliations":[{"raw_affiliation_string":"Universidad de Buenos Aires, Buenos Aires, Argentina","institution_ids":["https://openalex.org/I24354313"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5035529329","display_name":"Leonardo Rey Vega","orcid":"https://orcid.org/0000-0002-5578-0521"},"institutions":[{"id":"https://openalex.org/I151201029","display_name":"Consejo Nacional de Investigaciones Cient\u00edficas y T\u00e9cnicas","ror":"https://ror.org/03cqe8w59","country_code":"AR","type":"funder","lineage":["https://openalex.org/I151201029","https://openalex.org/I4210123736","https://openalex.org/I4387155568"]},{"id":"https://openalex.org/I24354313","display_name":"University of Buenos Aires","ror":"https://ror.org/0081fs513","country_code":"AR","type":"education","lineage":["https://openalex.org/I24354313"]}],"countries":["AR"],"is_corresponding":false,"raw_author_name":"Leonardo Rey Vega","raw_affiliation_strings":["El Centro de Simulaci\u00f3n Computacional, Consejo Nacional de Investigaciones Cient\u00edficas y T\u00e9cnicas, Buenos Aires, Argentina","Universidad de Buenos Aires, Buenos Aires, Argentina"],"affiliations":[{"raw_affiliation_string":"El Centro de Simulaci\u00f3n Computacional, Consejo Nacional de Investigaciones Cient\u00edficas y T\u00e9cnicas, Buenos Aires, Argentina","institution_ids":["https://openalex.org/I151201029"]},{"raw_affiliation_string":"Universidad de Buenos Aires, Buenos Aires, Argentina","institution_ids":["https://openalex.org/I24354313"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5053061543","display_name":"Cecilia G. Galarza","orcid":"https://orcid.org/0000-0001-7104-8579"},"institutions":[{"id":"https://openalex.org/I151201029","display_name":"Consejo Nacional de Investigaciones Cient\u00edficas y T\u00e9cnicas","ror":"https://ror.org/03cqe8w59","country_code":"AR","type":"funder","lineage":["https://openalex.org/I151201029","https://openalex.org/I4210123736","https://openalex.org/I4387155568"]},{"id":"https://openalex.org/I24354313","display_name":"University of Buenos Aires","ror":"https://ror.org/0081fs513","country_code":"AR","type":"education","lineage":["https://openalex.org/I24354313"]}],"countries":["AR"],"is_corresponding":false,"raw_author_name":"Cecilia G. Galarza","raw_affiliation_strings":["El Centro de Simulaci\u00f3n Computacional, Consejo Nacional de Investigaciones Cient\u00edficas y T\u00e9cnicas, Buenos Aires, Argentina","Universidad de Buenos Aires, Buenos Aires, Argentina"],"affiliations":[{"raw_affiliation_string":"El Centro de Simulaci\u00f3n Computacional, Consejo Nacional de Investigaciones Cient\u00edficas y T\u00e9cnicas, Buenos Aires, Argentina","institution_ids":["https://openalex.org/I151201029"]},{"raw_affiliation_string":"Universidad de Buenos Aires, Buenos Aires, Argentina","institution_ids":["https://openalex.org/I24354313"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5069831147"],"corresponding_institution_ids":["https://openalex.org/I24354313"],"apc_list":null,"apc_paid":null,"fwci":1.1813,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.83030542,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"24","issue":"1","first_page":"121","last_page":"125"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9717000126838684,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.968500018119812,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.6785909533500671},{"id":"https://openalex.org/keywords/sum-of-normally-distributed-random-variables","display_name":"Sum of normally distributed random variables","score":0.5844398140907288},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.48625004291534424},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.40015703439712524},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3665122389793396},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.35449570417404175},{"id":"https://openalex.org/keywords/independent-and-identically-distributed-random-variables","display_name":"Independent and identically distributed random variables","score":0.31231820583343506},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.30813777446746826}],"concepts":[{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.6785909533500671},{"id":"https://openalex.org/C182514268","wikidata":"https://www.wikidata.org/wiki/Q7636889","display_name":"Sum of normally distributed random variables","level":4,"score":0.5844398140907288},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.48625004291534424},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.40015703439712524},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3665122389793396},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.35449570417404175},{"id":"https://openalex.org/C141513077","wikidata":"https://www.wikidata.org/wiki/Q378542","display_name":"Independent and identically distributed random variables","level":3,"score":0.31231820583343506},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.30813777446746826}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/lsp.2016.2643281","is_oa":false,"landing_page_url":"https://doi.org/10.1109/lsp.2016.2643281","pdf_url":null,"source":{"id":"https://openalex.org/S120629676","display_name":"IEEE Signal Processing Letters","issn_l":"1070-9908","issn":["1070-9908","1558-2361"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Signal Processing Letters","raw_type":"journal-article"},{"id":"pmh:oai:ri.conicet.gov.ar:11336/59152","is_oa":true,"landing_page_url":"http://hdl.handle.net/11336/59152","pdf_url":null,"source":{"id":"https://openalex.org/S4306402455","display_name":"CONICET Digital (CONICET)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210148385","host_organization_name":"Biomedicine Research Institute of Buenos Aires - CONICET - Partner Institute of the Max Planck Society","host_organization_lineage":["https://openalex.org/I4210148385"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:ri.conicet.gov.ar:11336/59152","is_oa":true,"landing_page_url":"http://hdl.handle.net/11336/59152","pdf_url":null,"source":{"id":"https://openalex.org/S4306402455","display_name":"CONICET Digital (CONICET)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210148385","host_organization_name":"Biomedicine Research Institute of Buenos Aires - CONICET - Partner Institute of the Max Planck Society","host_organization_lineage":["https://openalex.org/I4210148385"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"score":0.5,"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities"}],"awards":[{"id":"https://openalex.org/G1700901442","display_name":null,"funder_award_id":"20020150200248BA","funder_id":"https://openalex.org/F4320335478","funder_display_name":"Secretar\u00eda de Ciencia y T\u00e9cnica, Universidad de Buenos Aires"},{"id":"https://openalex.org/G3922489582","display_name":null,"funder_award_id":"20020130100751BA","funder_id":"https://openalex.org/F4320335478","funder_display_name":"Secretar\u00eda de Ciencia y T\u00e9cnica, Universidad de Buenos Aires"}],"funders":[{"id":"https://openalex.org/F4320335478","display_name":"Secretar\u00eda de Ciencia y T\u00e9cnica, Universidad de Buenos Aires","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W371215106","https://openalex.org/W1965392255","https://openalex.org/W1989008275","https://openalex.org/W1990208398","https://openalex.org/W1997834106","https://openalex.org/W2049361783","https://openalex.org/W2078797426","https://openalex.org/W2085160950","https://openalex.org/W2142901448","https://openalex.org/W2326541121","https://openalex.org/W2331747324","https://openalex.org/W2543557922","https://openalex.org/W2751862591","https://openalex.org/W2753908209","https://openalex.org/W3128947043","https://openalex.org/W4254695622"],"related_works":["https://openalex.org/W2066502241","https://openalex.org/W4240383795","https://openalex.org/W2347733609","https://openalex.org/W4245457074","https://openalex.org/W2292976891","https://openalex.org/W3198083829","https://openalex.org/W2605475288","https://openalex.org/W2323735050","https://openalex.org/W2389432337","https://openalex.org/W3214736939"],"abstract_inverted_index":{"In":[0],"this":[1],"letter,":[2],"we":[3],"use":[4],"the":[5,9,22,52,58,61,69,79],"Berry-Esseen":[6],"theorem":[7],"and":[8,41,72],"method":[10,62],"of":[11,25,28,60,68],"tilted":[12],"distributions":[13],"to":[14],"derive":[15],"a":[16,26],"simple":[17],"tight":[18],"closed-form":[19],"approximation":[20,71],"for":[21,50],"tail":[23],"probabilities":[24],"sum":[27],"independent":[29],"but":[30],"not":[31],"necessarily":[32],"identically":[33],"distributed":[34],"random":[35],"variables.":[36],"We":[37,56],"also":[38,47],"provide":[39],"lower":[40],"upper":[42],"bounds.":[43],"The":[44],"expression":[45],"can":[46],"be":[48],"used":[49],"computing":[51],"cumulative":[53],"distribution":[54],"function.":[55],"illustrate":[57],"accuracy":[59],"by":[63],"analyzing":[64],"some":[65],"convergence":[66],"properties":[67],"theoretical":[70],"comparing":[73],"it":[74],"with":[75],"previous":[76],"results":[77],"in":[78],"literature":[80],"when":[81],"available":[82],"and/or":[83],"numerical":[84],"results.":[85]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}