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  2. Taylor expansions for the moments of functions of random ...

    en.wikipedia.org/wiki/Taylor_expansions_for_the...

    In probability theory, it is possible to approximate the moments of a function f of a random variable X using Taylor expansions, provided that f is sufficiently differentiable and that the moments of X are finite. A simulation-based alternative to this approximation is the application of Monte Carlo simulations.

  3. First-order second-moment method - Wikipedia

    en.wikipedia.org/wiki/First-order_second-moment...

    For the second-order approximations of the third central moment as well as for the derivation of all higher-order approximations see Appendix D of Ref. [3] Taking into account the quadratic terms of the Taylor series and the third moments of the input variables is referred to as second-order third-moment method. [4]

  4. Taylor series - Wikipedia

    en.wikipedia.org/wiki/Taylor_series

    That is, the Taylor series diverges at x if the distance between x and b is larger than the radius of convergence. The Taylor series can be used to calculate the value of an entire function at every point, if the value of the function, and of all of its derivatives, are known at a single point. Uses of the Taylor series for analytic functions ...

  5. Taylor's theorem - Wikipedia

    en.wikipedia.org/wiki/Taylor's_theorem

    Now its Taylor series centered at z 0 converges on any disc B(z 0, r) with r < |z − z 0 |, where the same Taylor series converges at z ∈ C. Therefore, Taylor series of f centered at 0 converges on B(0, 1) and it does not converge for any z ∈ C with |z| > 1 due to the poles at i and −i.

  6. Characteristic function (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Characteristic_function...

    That is, for any two random variables X 1, X 2, both have the same probability distribution if and only if =. [ citation needed ] If a random variable X has moments up to k -th order, then the characteristic function φ X is k times continuously differentiable on the entire real line.

  7. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables ⁡ (+) = ⁡ + ⁡ + ⁡ (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...

  8. Arctangent series - Wikipedia

    en.wikipedia.org/wiki/Arctangent_series

    The extremely slow convergence of the arctangent series for | | makes this formula impractical per se. Kerala-school mathematicians used additional correction terms to speed convergence. John Machin (1706) expressed ⁠ 1 4 π {\displaystyle {\tfrac {1}{4}}\pi } ⁠ as a sum of arctangents of smaller values, eventually resulting in a variety of ...

  9. Error function - Wikipedia

    en.wikipedia.org/wiki/Error_function

    For large enough values of x, only the first few terms of this asymptotic expansion are needed to obtain a good approximation of erfc x (while for not too large values of x, the above Taylor expansion at 0 provides a very fast convergence).