Accession Number : ADA185611

Title :   Peakedness of Weighted Averages of Jointly Distributed Random Variables.

Descriptive Note : Technical rept.,

Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s) : Chan, Wai ; Park, Dong H ; Proschan, Frank

PDF Url : ADA185611

Report Date : Aug 1987

Pagination or Media Count : 10

Abstract : This note extends the Proschan (1965) result on peakedness comparison for convex combinations of i.i.d. random variables from a PF sub 2 density. Now the underlying random variables are jointly distributed from a Schur-concave density. The result permits a more refined description of convergence in the Law of Large Numbers. Keywords: Cauchy distribution; Convergence.

Descriptors :   *RANDOM VARIABLES, *WEIGHTING FUNCTIONS, CAUCHY PROBLEM, CONVERGENCE, DISTRIBUTION, MEAN, DENSITY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE