Search Results - subject:"random variables"

Computing the probability measure of a d-dimensional simplex via overlapping hypercubes

Galeotti, Marcello - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2013

random variables, with given joint distribution, via the approximation of the probability measure of a d-dimensional symplex …

Persistent link: https://www.econbiz.de/10010816296

Paths of a Continuum of Independent Random Variables

Haller, Hans; Yi, Ming - Department of Economics, Virginia Polytechnic Institute … - 2013

of independent â€” not necessarily i.i.d. â€” random variables certain properties can be assumed. In particular, we find … that the assumption of a continuum of independent random variables and the assumption that all paths are surjective can …

Persistent link: https://www.econbiz.de/10010778623

Stochastic programs with binary distributions : structural properties of scenario trees and algorithms

Prochazka, Vit; Wallace, Stein W. - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 397-410

Persistent link: https://www.econbiz.de/10011922960

On the minimum correlation between symmetrically distributed random variables

Hörnig, Steffen - In: Operations research letters 46 (2018) 4, pp. 469-471

Persistent link: https://www.econbiz.de/10011916313

Aggregation of dependent risks in mixtures of exponential distributions and extensions

Sarabia, José María; Gómez-Déniz, Emilio; Prieto, … - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 1079-1107

Persistent link: https://www.econbiz.de/10011999867

Application of chaos theory in incomplete randomized financial analysis

Xian, Xuelin; Liu, Jiande - In: International journal of economics, finance and … 6 (2018) 6, pp. 306-310

Persistent link: https://www.econbiz.de/10012000531

Optimal expected-shortfall portfolio selection with copula-induced dependence

Gijbels, Irène; Herrmann, Klaus - In: Applied mathematical finance 25 (2018) 1/2, pp. 66-106

Persistent link: https://www.econbiz.de/10011959117

On the asymptotic behavior of the sequence and series of running maxima from a real random sequence

Giuliano Antonini, Rita; Ngamkham, Thuntida; Volodin, Andrei - In: Statistics & Probability Letters 83 (2013) 2, pp. 534-542

For a sequence {Xn,n≥1} of random variables, set Yn=max1≤k≤nXk−an, where {an,n≥1} is a sequence of constants to be …

Persistent link: https://www.econbiz.de/10011039889

Self-inverse and exchangeable random variables

Cacoullos, Theophilos; Papadatos, Nickos - In: Statistics & Probability Letters 83 (2013) 1, pp. 9-12

A random variable Z will be called self-inverse if it has the same distribution as its reciprocal Z−1. It is shown that if Z is defined as a ratio, X/Y, of two rv’s X and Y (with P[X=0]=P[Y=0]=0), then Z is self-inverse if and only if X and Y are (or can be chosen to be) exchangeable. In...

Persistent link: https://www.econbiz.de/10011039928

On approximating the distribution of quadratic forms in uniform and beta order statistics

Provost, Serge; Mohsenipour, A. - In: METRON 71 (2013) 2, pp. 123-138

This paper provides a moment-based approximation to the distribution of a quadratic forms in uniform random variables …. The more general case of quadratic forms in beta random variables is also discussed. The density approximants are …

Persistent link: https://www.econbiz.de/10011000639