ABSTRACT

The distribution function simultaneously indicates what values a random variable may assume and with what probabilities. However, in many cases, one needs to have considerably less knowledge about the random variable, restricted oneself to a summary description. Analogous questions concerning the calculation of the average value of a random variable arise in various applied problems. In many cases, the expression allows a considerable simplification of the computation of the mathematical expectation. In probability theory and its applications, some certain constants play an important role. These constants are obtained from the probability functions of random variables in accordance with definite rules. The semi-invariants of different orders possess the property that the semi-invariant of a sum of independent variables equals the sum of the semi-invariants of the same order of the summands.