The moment index of minima (II)

被引：10

作者：

Daley, DJ ^{[1
]}

Goldie, CM

机构：

[1] Australian Natl Univ, Ctr Math & Its Applicat, Canberra, ACT 0200, Australia

[2] Univ Sussex, Brighton BN1 9RH, E Sussex, England

来源：

STATISTICS & PROBABILITY LETTERS | 2006年 / 76卷 / 08期

关键词：

exponential index; moment index; regular variation;

D O I：

10.1016/j.spl.2005.10.013

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The moment index kappa(X)=sup{k:E(X-k)<infinity} of a nonnegative random variable X has the property that kappa(min(X, Y))>= kappa(X)+ kappa(Y) for independent r.v.s X and Y. We characterize conditions under which equality holds for a given r.v.s. X and every independent nonnegative r.v. Y, and discuss extensions to related r.v.s and their distributions. (C) 2005 Elsevier B.V. All rights reserved.

引用

页码：831 / 837

页数：7

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