Peakedness of Weighted Averages of Jointly Distributed Random Variables.

Abstract

This note extends the Proschan (1965) result on peakedness comparison for a convex combination of i.i.d. random variables from a PF sub 2 density. Now the underlying random variables are jointly distributed from a Schur-concave density. The result permits a more refined description of convergence in the Law of Large Numbers. Keywords: Cauchy distributions. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1985
Accession Number
ADA162876

Entities

People

  • Dong Ho Park
  • Frank Proschan
  • Wai Chan

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Air Force Facilities
  • Convergence
  • Integrals
  • Law
  • Mathematics
  • Nebraska
  • Random Variables
  • Scientific Research
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.