Peakedness of Weighted Averages of Jointly Distributed Random Variables

Wai Chan, Dong Ho Park and Frank Proschan
Additional contact information
Wai Chan: Ohio State University, Department of Statistics
Dong Ho Park: University of Nebraska, Department of Statistics
Frank Proschan: Florida State University, Department of Statistics

Chapter 2 in Contributions to Probability and Statistics, 1989, pp 58-62 from Springer

Abstract: Abstract This note extends the Proschan (1965) result on peakedness comparison for convex combinations of i.i.d. random variables from a PF2 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: Random Vector; Convex Combination; Joint Density; Weighted Aver; Eral Version (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-3678-8_5

Ordering information: This item can be ordered from
http://www.springer.com/9781461236788

DOI: 10.1007/978-1-4612-3678-8_5

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().