On the Distribution of a Sum of Absolute Values.
GEORGE WASHINGTON UNIV WASHINGTON D C DEPT OF STATISTICS
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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 XY. Bounds are developed on the conditional mean and variance of X given Z. Modified author abstract
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