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Start Over "Maochao Xu" Topic independence (mathematics) Publisher cambridge university press
2 results on '"Maochao Xu"'

1. SOME INEQUALITIES OF LINEAR COMBINATIONS OF INDEPENDENT RANDOM VARIABLES. I.

Author

Maochao Xu and Taizhong Hu

Subjects
MATHEMATICAL inequalities, MATHEMATICAL combinations, INDEPENDENCE (Mathematics), RANDOM variables, LINEAR systems, STOCHASTIC orders
Abstract

In this paper we provide some sufficient conditions to stochastically compare linear combinations of independent random variables. The main results extend those given in Proschan (1965), Ma (1998), Zhao et al. (2011), and Yu (2011). In particular, we propose a new sufficient condition to compare the peakedness of linear combinations of independent random variables which may have heavy-tailed properties. [ABSTRACT FROM AUTHOR]

Published
2011
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