Results 171 to 180 of about 452,150 (216)

A random-sum Wilcoxon statistic and its application to analysis of ROC and LROC data [PDF]

open access: yesJournal of Statistical Planning and Inference, 2011
Liansheng Larry Tang
exaly   +2 more sources

Weak Convergence of Random Sums

Theory of Probability & Its Applications, 2002
The authors prove various limit theorems for sums of a random number of independent random variables. Throughout, the number of variables is independent of the summands themselves.
Kruglov, V. M., Zhang, Bo
openaire   +2 more sources

THE SUM OF THE RECIPROCAL OF THE RANDOM WALK

Econometric Theory, 2019
This paper derives the limit distribution of the rescaled sum of the reciprocal of the positive part of a random walk with continuously distributed innovations, and of the rescaled sum of the reciprocal of the absolute value of a random walk with continuously distributed innovations. It also considers this statistic for the case of a simple random walk,
Michel, Jon, de Jong, Robert
openaire   +1 more source

On the PDF of the sum of random vectors

IEEE Transactions on Communications, 2000
Summary: There are various cases in physics and engineering sciences (especially communications) where one requires the envelope probability density function (pdf) of the sum of several random sinusoidal signals. According to the correspondence between a random sinusoidal signal and a random vector, the sum of random vectors can be considered as an ...
Ali Abdi   +2 more
openaire   +2 more sources

Characterization of Distributions by Random Sums

SIAM Journal on Algebraic Discrete Methods, 1980
Let $N,X_1 ,X_2 , \cdots ,$ be independent random variables with $X_1 ,X_2 , \cdots ,$ being nonnegative and identically distributed. Let N have a power series distribution. Considering the random sum $S = \sum _{i = 1}^N X_i$, the present paper gives a characterization of the distributions of N and $X_i $ by means of the property that, up to a scale ...
openaire   +1 more source

The Convergence of Moments of Random Sums

Theory of Probability & Its Applications, 1989
See the review in Zbl 0648.60036.
openaire   +1 more source

Lil and SLLN for random sums

Journal of Mathematical Sciences, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

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