Peakedness of Weighted Averages of Jointly Distributed Random Variables.

Abstract

This note extends the Proschan (1965) result on peakedness comparison for convex combinations 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 distribution; Convergence.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1987
Accession Number
ADA185611

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  • Dong Hun Park
  • Frank Proschan
  • Wai Chan

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  • Florida State University

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