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The moment index of minima (II)

journal contribution
posted on 2023-06-07, 14:29 authored by D. J. Daley, Charles Goldie
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.

History

Publication status

  • Published

Journal

Statistics and Probability Letters

ISSN

0167-7152

Volume

76

Page range

831-837

Department affiliated with

  • Mathematics Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2007-10-10

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