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1989 | OriginalPaper | Buchkapitel

Peakedness of Weighted Averages of Jointly Distributed Random Variables

verfasst von : Wai Chan, Dong Ho Park, Frank Proschan

Erschienen in: Contributions to Probability and Statistics

Verlag: Springer New York

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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.

Metadaten
Titel
Peakedness of Weighted Averages of Jointly Distributed Random Variables
verfasst von
Wai Chan
Dong Ho Park
Frank Proschan
Copyright-Jahr
1989
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4612-3678-8_5