The moment index of minima (II)
نویسندگان
چکیده
منابع مشابه
The Moment Index of Minima (ii)
The moment index κ(X) = sup{k: E(X) <∞} of a nonnegative random variable X has the property that κ(min(X,Y )) ≥ κ(X) + κ(Y ) for independent r.v.s X and Y . We characterize when equality holds for a given r.v. X and every independent nonnegative r.v. Y , and discuss extensions to related r.v.s and their distributions.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2006
ISSN: 0167-7152
DOI: 10.1016/j.spl.2005.10.013