نتایج جستجو برای: jointly distributed random variables
تعداد نتایج: 835035 فیلتر نتایج به سال:
Petrov (1996) proved the connection between general moment conditions and the applicability of the strong law of large numbers to a sequence of pairwise independent and identically distributed random variables. This note examines this connection to a sequence of pairwise negative quadrant dependent (NQD) and identically distributed random variables. As a consequence of the main theorem ...
The sensitivity of multiple imputation methods to deviations from their distributional assumptions is investigated using simulations, where the parameters of scientific interest are the coefficients of a linear regression model, and values in predictor variables are missing at random. The performance of a newly proposed imputation method based on generalized additive models for location, scale ...
The stochastic processes of almost exclusive interest in modeling channel noise are the Gaussian processes. Gaussian processes are stochastic processes for which the random variables N(t1), N(t2), . . . , N(tk) are jointly Gaussian for all t1, . . . , tk and all k > 0. Today we start by giving a more complete discussion of jointly Gaussian random variables. We restrict our attention to zero mea...
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