On the Distribution of a Sum of Absolute Values.
Abstract
A discussion is presented of independent random variables X and Y. The author supposes that X has a density f which is non-decreasing on (-infinity,0) and non-increasing on (0,infinity), so that f has a mode at 0. The author also supposes that Y is uniformly distributed over (-alpha,alpha), where alpha > 0. Let Z = X+Y. Bounds are developed on the conditional mean and variance of X given Z. (Modified author abstract)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 19, 1973
- Accession Number
- AD0770100
Entities
People
- M. Woodroofe
Organizations
- George Washington University