The moment index of minima (II)
journal contributionposted 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.
JournalStatistics and Probability Letters
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- Mathematics Publications
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