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The moment index of minima (II)
journal contribution
posted on 2023-06-07, 14:29 authored by D. J. Daley, Charles GoldieThe 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.
History
Publication status
- Published
Journal
Statistics and Probability LettersISSN
0167-7152External DOI
Volume
76Page range
831-837Department affiliated with
- Mathematics Publications
Full text available
- Yes
Peer reviewed?
- Yes