Mean and minimum of independent random variables

Naomi Dvora Feldheim; Ohad Noy Feldheim

doi:10.1007/s11856-021-2195-0

Mean and minimum of independent random variables

Naomi Dvora Feldheim, Ohad Noy Feldheim

Bar-Ilan University, The Hebrew University of Jerusalem

Research output: Contribution to journal › Article › peer-review

Abstract

We show that any pair X, Y of independent non-compactly supported random variables on [0, ∞) satisfies (Formula presented.). We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random variables are identically distributed.

Original language	English
Pages (from-to)	857-882
Number of pages	26
Journal	Israel Journal of Mathematics
Volume	244
Issue number	2
DOIs	https://doi.org/10.1007/s11856-021-2195-0
State	Published - Sep 2021

All Science Journal Classification (ASJC) codes

General Mathematics

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title = "Mean and minimum of independent random variables",

abstract = "We show that any pair X, Y of independent non-compactly supported random variables on [0, ∞) satisfies (Formula presented.). We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random variables are identically distributed.",

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AU - Feldheim, Ohad Noy

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AB - We show that any pair X, Y of independent non-compactly supported random variables on [0, ∞) satisfies (Formula presented.). We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random variables are identically distributed.

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DO - 10.1007/s11856-021-2195-0

M3 - مقالة

SN - 0021-2172

VL - 244

SP - 857

EP - 882

JO - Israel Journal of Mathematics

JF - Israel Journal of Mathematics

IS - 2

ER -

Mean and minimum of independent random variables

Abstract

All Science Journal Classification (ASJC) codes

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