Article ID Journal Published Year Pages File Type
1152146 Statistics & Probability Letters 2013 8 Pages PDF
Abstract

We construct symmetric decompositions of bivariate distributions with given mean values into convex combinations of distributions with supports containing not more than three points and with the same mean values. We use these decompositions for constructing representations of bivariate random variables by means of a Brownian motion stopped at random times.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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