کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1154880 | 958419 | 2012 | 6 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
New examples of heavy-tailed O-subexponential distributions and related closure properties
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: New examples of heavy-tailed O-subexponential distributions and related closure properties New examples of heavy-tailed O-subexponential distributions and related closure properties](/preview/png/1154880.png)
چکیده انگلیسی
Let LL and SS denote the classes of distributions with long tails and subexponential tails respectively. Let OSOS denote the class of distributions with O-subexponential tails, which means the distributions with the tails having the same order as the tails of their 2-fold convolutions. In this paper, we first construct a family of distributions without finite means in L∩OS∖SL∩OS∖S. Next some distributions in L∩OS∖SL∩OS∖S, which possess finite means or even finite higher moments, are also constructed. In connection with this, we prove that the class OSOS is closed under minimization of random variables. However, it is not closed under maximization of random variables.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 3, March 2012, Pages 427–432
Journal: Statistics & Probability Letters - Volume 82, Issue 3, March 2012, Pages 427–432
نویسندگان
Jianxi Lin, Yuebao Wang,