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Peakedness of Weighted Averages of Jointly Distributed Random Variables

In: Contributions to Probability and Statistics

Author

Listed:
  • Wai Chan

    (Ohio State University, Department of Statistics)

  • Dong Ho Park

    (University of Nebraska, Department of Statistics)

  • Frank Proschan

    (Florida State University, Department of Statistics)

Abstract

This note extends the Proschan (1965) result on peakedness comparison for convex combinations of i.i.d. random variables from a PF2 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.

Suggested Citation

  • Wai Chan & Dong Ho Park & Frank Proschan, 1989. "Peakedness of Weighted Averages of Jointly Distributed Random Variables," Springer Books, in: Leon Jay Gleser & Michael D. Perlman & S. James Press & Allan R. Sampson (ed.), Contributions to Probability and Statistics, chapter 2, pages 58-62, Springer.
  • Handle: RePEc:spr:sprchp:978-1-4612-3678-8_5
    DOI: 10.1007/978-1-4612-3678-8_5
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