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Full-Text Articles in Physical Sciences and Mathematics
Characterizations Of Levy Distribution Via Sub-Independence Of The Random Variables And Truncated Moments, Gholamhossein G. Hamedani, M. Ahsanullah, Seyed Morteza Najibi
Characterizations Of Levy Distribution Via Sub-Independence Of The Random Variables And Truncated Moments, Gholamhossein G. Hamedani, M. Ahsanullah, Seyed Morteza Najibi
Mathematics, Statistics and Computer Science Faculty Research and Publications
The concept of sub-independence is based on the convolution of the distributions of the random variables. It is much weaker than that of independence, but is shown to be sufficient to yield the conclusions of important theorems and results in probability and statistics. It also provides a measure of dissociation between two random variables which is much stronger than uncorrelatedness. Following Ahsanullah and Nevzorov (2014), we present certain characterizations of Levy distribution based on: (i) the sub-independence of the random variables; (ii) a simple relationship between two truncated moments; (iii) conditional expectation of certain function of the random variable. In …
Characterizations Of Gamma Distribution Via Sub-Independent Random Variables, Gholamhossein Hamedani
Characterizations Of Gamma Distribution Via Sub-Independent Random Variables, Gholamhossein Hamedani
Mathematics, Statistics and Computer Science Faculty Research and Publications
The concept of sub-independence is based on the convolution of the distributions of the random variables. It is much weaker than that of independence, but is shown to be sufficient to yield the conclusions of important theorems and results in probability and statistics. It also provides a measure of dissociation between two random variables which is much stronger than uncorrelatedness. Inspired by the excellent work of Jin and Lee (2014), we present certain characterizations of gamma distribution based on the concept of sub-independence.