Conditional Moment Representations for Dependent Random Variables
نویسندگان
چکیده
منابع مشابه
The inverse moment for widely orthant dependent random variables
In this paper, we investigate approximations of the inverse moment model by widely orthant dependent (WOD) random variables. Let {Zn,n≥ 1} be a sequence of nonnegative WOD random variables, and {wni , 1≤ i≤ n,n≥ 1} be a triangular array of nonnegative nonrandom weights. If the first moment is finite, then E(a + ∑n i=1wniZi) –α ∼ (a +∑ni=1wniEZi)–α for all constants a > 0 and α > 0. If the rth m...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 1996
ISSN: 1083-6489
DOI: 10.1214/ejp.v1-7