independent identically distributed random variables
Moment-Generating Functions and Reproductive Properties of Distributions
... the random variable is discrete or ...a random variable with probability distribution are ...of independent, identically distributed random variables and obtaining various ...
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Rates of convergence of lognormal extremes under power normalization
... Theorem . Let {Xn , n ≥ } denote an independent identically distributed random variables sequence with common df F following the lognormal distribution.. 4 Proofs First of all, we pro[r] ...
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STRONG RESULT & ASYMPTOTIC ESTIMATES OF REAL ZEROS OF RANDOM POLYNOMIALS
... Keywords and phrases: Independent, identically distributed random variables, random algebraic polynomial, random algebraic equation, real roots, domain of attraction of the n[r] ...
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AVERAGE NUMBER OF REAL ZEROS OF RA NDOM TRIGONOMETRIC POLYNOMIAL
... KEYWORDS AND PHRASES: Independent, identically distributed random variables, random algebraic polynomial, random algebraic equation, real roots, domain of attraction of.. the nor[r] ...
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ON THE DISTRIBUTION OF THE MAXIMUM OF SUMS OF A SEQUENCE OF INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VARIABLES.
... of random walks in the ...of random walks in the subexponen- tial case and two-boundary problems for ...the random walk {S n }, n ≥ 1 with the negative drift M ξ 1 = −m < 0 ...
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Limit theorems for empirical Fréchet means of independent and non identically distributed manifold valued random variables
... for independent Eu- clidean (vector-valued) random variables, which may be of independent interest, and which could be argued to capture more precisely the conventional statistical use of the ...
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On joint distributions of order statistics for a discrete case
... for random samples from a con- tinuous multivariate distribution was defined by Corley ...innid random vectors as a linear combination of prob- abilities of the functions of independent and ...
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A Robust Estimator of R = P(X > Y ) of Heavy tailed Distributions and its Sampling Distributions
... two independent but not identically distributed random variables belonging to the family of heavy-tailed distributions, using a robust estimator, namely the harmonic moment ...
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On the weak law of large numbers for normed weighted sums of I I D random variables
... Weighted sums of independent and identically distributed random variables, weak law of large numbers, convergence in probability, random indices, strong law of large numbers, almost cert[r] ...
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Order Statistics from Non-Identical Standard Type II Generalized Logistic Variables and Applications at Moments
... The moments of order statistics (o.s) of independent non- identically distributed (INID) random variables (r. v. , s) have been established in literature in three directions. The first ...
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Convergence to a self-normalized G-Brownian motion
... of random variables and the notions of the G-normal random variable, G-Brownian motion, independent and identically distributed random variables, ...
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On the constant in the nonuniform version of the Berry Esseen theorem
... for independent random variables via Stein-Chen-Shao ...dom variables are not necessarily identically distributed and the existence of their third moments are not ...
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Tail Behavior of Threshold Models with Innovations in the Domain of Attraction of the Double Exponential Distribution
... general, the coefficient and the noise are assumed to be independent. The latter condition is often not satisfied in applications. Diop and Guégan [5] studied the threshold autoregressive stochastic volatility ...
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A important method for the probability limit theory of exchangeable random variables
... finite random variable sequence X X 1 , 2 , L , X n is ...the independent and identically distributed random variable sequence is the simplest exchangeable random variable ...of ...
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Several Inequalities on Moment of Uncertain Variables
... uncertain variables is usually an uncertain ...two independent and identical distributed uncertain variables, we know that the difference of ...
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On the Strong Laws for Weighted Sums of Mixing Random Variables
... In this paper, we shall not only partially generalize Theorem D to ρ ∗ -mixing case, but also extend Theorem B to the case αp 1. The main purpose is to establish the Marcinkiewicz- Zygmund strong laws for linear ...
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A graphical framework for representing the semantics of asymmetric models
... or random variable, X(w) associated with ...any random variable X(w), labelled by its po- sition w, by its manipulated value x(w) with proba- b bility ...
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SOME FORMS FOR $ r^{th}$ MOVING MAXIMA OF ITERATED LOGARITHM LAW
... distributed (i.i.d) terms defined over common probability space (Ω, F, A), and the common distribution (d.f) F be continuous. Let us represent r(F ) as right extremity of F . Observe that if for all real x, F(x) ...
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On the de Finetti's representation theorem: an evergreen (and often misunderstood) result at the foundation of Statistics
... but random variables, something that in the mind of the researcher can assume different values with different probabilities attached to ...any random variable, the parame- ter θ is specified by a ...
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A note on the almost sure central limit theorems for the maxima and sums
... where, here and in the sequel, I(A) is the indicator function of the event A and (x) stands for the standard normal distribution function. This result was firstly proved independently by Brosamler [] and Schatte [] ...
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