The moment index of minima (II)

Daley, D.J. and Goldie, Charles M. (2006) The moment index of minima (II). Statistics and Probability Letters, 76. pp. 831-837. ISSN 0167-7152

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Abstract

The moment index of a nonnegative random variable X has the property that the moment index of the minimum of two independent r.v.s X and Y is greater than or equal to the sum of the moment indices of 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.

Item Type: Article
Keywords: exponential index, moment index, regular variation
Schools and Departments: School of Mathematical and Physical Sciences > Mathematics
Subjects: Q Science > QA Mathematics
Depositing User: Charles Goldie
Date Deposited: 10 Oct 2007
Last Modified: 07 Mar 2017 04:56
URI: http://sro.sussex.ac.uk/id/eprint/1647
Google Scholar:3 Citations

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