کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1147322 957576 2006 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Choosing joint distributions so that the variance of the sum is small
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Choosing joint distributions so that the variance of the sum is small
چکیده انگلیسی

The paper considers how to choose the joint distribution of several random variables each with a given marginal distribution so that their sum has a variance as small as possible. A theorem is given that allows the solution of this and of related problems for normal random variables. Several specific applications are given. Additional results are provided for radially symmetric joint distributions of three random variables when the sum is identically zero.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 97, Issue 8, September 2006, Pages 1757-1765