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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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Official URL: http://dx.doi.org/10.1016/j.spl.2005.10.013
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 |
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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 |
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