Peakedness of Weighted Averages of Jointly Distributed Random Variables.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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This note extends the Proschan 1965 result on peakedness comparison for a convex combination 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 distributions. Author
- Statistics and Probability