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:

1973-11-19

Pagination or Media Count:

12.0

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 XY. 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