| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154024 | Statistics & Probability Letters | 2006 | 7 Pages |
Abstract
The moment index κ(X)=sup{k:E(Xk)<â} of a nonnegative random variable X has the property that κ(min(X,Y))⩾κ(X)+κ(Y) for independent r.v.s X and Y. We characterize conditions under which equality holds for a given r.v. X and every independent nonnegative r.v. Y, and discuss extensions to related r.v.s and their distributions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
D.J. Daley, Charles M. Goldie,