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Shuffle of min’s random variable approximations of bivariate copulas’realization
Copula Shuffle of Min approximation Narrow bounds of copula
2016/1/26
The comonotonicity and countermonotonicity provide intuitive upper and lower depen-dence relationship between random variables. This paper constructs the shuffle of min’s ran-domvariableapproximations...
Shuffle of min’s random variable approximations of bivariate copulas’realization
random variable approximations bivariate copulas realization
2016/1/20
The comonotonicity and countermonotonicity provide intuitive upper and lower depen-dence relationship between random variables. This paper constructs the shuffle of min’s ran-domvariableapproximations...
Oscillatory critical amplitudes in hierarchical models and the tail of the Harris random variable
hierarchical models iteration of polynomial maps oscillatory critical amplitudes Harris random variable geometry of Julia set
2012/6/27
Oscillatory critical amplitudes have been repeatedly observed in hierarchical models and, in the cases that have been taken into consideration, these oscillations are so small to be hardly detectable....
On uniform statistical convergence of random variable sequences
Random variable sequence uniform convergence
2010/9/13
In this study, we introduce a notion of uniform statistical convergence of random variable sequences. We show that a continuous function conserves the limit of statistical convergence of real-number s...
On the approximation of a random variable by a conditioning of a given sequence
Condtional expectation almost sure convergence stochastics onvergence
2009/9/21
Let (a,$ Pj,I IN a non-atomic probability spa- If(Xw)
is a sequenm 5f r.y.'s satisry'ying X, -+ Q as. (respeclitrely, in probability)
a s n - , ~ and EX:-+ca, EX;-=+w as n-roo, th@n for any tv. Y
t...
On the sequences whose conditional expectations can approximate any random variable
Conditional expectation almost sure convergence
2009/9/21
Let [Q, 5, P) be a non-atomic probability space. For
a given sequence (XJ of random variables we indicate a number of
conditions which imply that for any random variable Y there exists
a sequence (...
ON THE APPROXIMATION OF A RANDOM VARIABLE BY A CONDITIONAL EXPECTATION OF ANOTHER RANDOM VARIABLE
Conditional expectation
2009/9/18
Let X and Y be R-valued random variables on a nonatomic
probability space (8, 5, P). We give conditions under which
Y can be approximated by a conditional expectation of X. In particular,
we prove ...
A rigorous lower confidence bound for the expectation of a positive random variable
rigorous lower confidence positive random variable
2009/9/16
Given an IID sample from a positive distribution, we provide a method for constructing rigorous finite sample lower confidence bounds for the expectation of the distribution. The method is based on co...
Moment Inequalities of a Random Variable Defined over a Finite Interval
Random variable Finite interval Central moments Hö lder's inequality Grüss inequality
2008/6/30
Some estimations and inequalities are given for the higher order central moments of a random variable taking values on a finite interval. An application is considered for estimating the moments of a t...
Some inequalities for the dispersion of a random variable whose PDF is defined on a finite interval
Random variable Expectation Variance Dispersion Grüss Inequality Chebychev's Inequality Lupas Inequality
2008/6/26
Some inequalities for the dispersion of a random variable whose pdf is defined on a finite interval and applications are given.
Some inequalities for the expectation and variance of a random variable whose PDF is $n$-time differentiable
Random Variable Expectation Variance Dispersion
2008/6/26
Some inequalities for the expectation and variance of a random variable whose p.d.f. is n-time differentiable are given.