MAC. Convex orders for linear combinations of random variables[J]. Statistical Planning and Infer- ence, 2000, 84(1):11-25.Ma, C. (2000). Convex orders for linear combinations of random variables. Journal of St
A property that makes the normal distribution very tractable from an analytical viewpoint is its closure under linear combinations: the linear combination of two independent random variables having a normal distribution also has a normal distribution. ...
The distributions of linear combinations, products and ratios of random variables arise in many areas of engineering. In this paper, the exact distributions of the linear combination α X+β Y, the product |X Y| and the ratio |X/Y| are derived when X and Y are independent Laplace random...
The exact distribution of a linear combination of n indepedent negative exponential random variables , when the coefficients cf the linear combination are distinct and positive , is well-known. Recently Ali and Obaidullah (1982) extended this result by taking the coeff icients to be arbitrary ...
This article develops a method for obtaining the distribution function of the extreme values that result from the linear combination of a finite number of non-Gaussian random variables that come from a common agent within a period of time. The approach incorporates the variability of both the comp...
For Situation II, again α is randomly selected from the same set of values but now the random errors are random variables of the form MathML where S i ∼S N(α), C i ∼N(10,62), I.15 is Bernoulli with proportion of success 0.15, and S i ,C i ,I.15 are independent. ...
Asymptotic behaviour of linear combinations of functions of order statistics 来自 Elsevier 喜欢 0 阅读量: 24 作者:R Norvaia,R Zitikis 摘要: Sufficient conditions for an L-statistic to be decomposed into the sum of independent real random variables and the remainder term with the asymptotically ...
In a linear model, observed values ofyand their residuals are random variables. Residuals have normal distributions with zero mean but with different variances at different values of the predictors. To put residuals on a comparable scale,regress“Studentizes” the residuals. That is,regressdivides ...
In a linear model, observed values ofyand their residuals are random variables. Residuals have normal distributions with zero mean but with different variances at different values of the predictors. To put residuals on a comparable scale,robustfit“Studentizes” the residuals. That is,robustfitdivide...
A new method is proposed for constructing confidence intervals on where the sign of γ is unrestricted and unknown, and are independently distributed chi-squared random variables with ni degrees of freedom for Computer simulation is used to illustrate that the method provides a confidence ...