Simulation of statistical mean and variance of normally distributed data $N_X(m_X,\sigma_X)$ transformed by nonlinear functions $g(X)=\cos X$, $e^X$ and their inverse functions $g^{-1}(X)=\arccos X$, $\ln X$

This paper presents analytical relationships for calculating statistical mean and variances of functions $g(X)=\cos X$, $e^X$, $g^{-1}(X)=\arccos X$, $\ln X$ of transformation of a normally $N_X(m_X,\sigma_X)$ distributed random variable.

statistical mean
варіантність
трансформація
нормальний розподіл
random variable
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