Accession Number:

ADA162876

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):

Report Date:

1985-10-01

Pagination or Media Count:

10.0

Abstract:

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE