Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152146 | Statistics & Probability Letters | 2013 | 8 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Victor Domansky,