Accession Number : AD0770100

Title :   On the Distribution of a Sum of Absolute Values.

Descriptive Note : Technical rept.,

Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C DEPT OF STATISTICS

Personal Author(s) : Woodroofe,M.

Report Date : 19 NOV 1973

Pagination or Media Count : 12

Abstract : A discussion is presented of independent random variables X and Y. The author supposes that X has a density f which is non-decreasing on (-infinity,0) and non-increasing on (0,infinity), so that f has a mode at 0. The author also supposes that Y is uniformly distributed over (-alpha,alpha), where alpha > 0. Let Z = X+Y. Bounds are developed on the conditional mean and variance of X given Z. (Modified author abstract)

Descriptors :   (*Statistical distributions, Random variables), Analysis of variance, Convex sets, Topology

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE