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

Preview

PDF Download (151kB) | Preview

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://srodev.sussex.ac.uk/id/eprint/1647
Google Scholar:	3 Citations

View download statistics for this item

📧 Request an update