On the limit behaviour of sums of a random number of independent random variables
Z. Rychlik, D. Szynal (1973)
Colloquium Mathematicae
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Z. Rychlik, D. Szynal (1973)
Colloquium Mathematicae
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Czesław Stępniak (2015)
Discussiones Mathematicae Probability and Statistics
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Correlation coefficient is a well known measure of (linear) dependence between random variables. In his textbook published in 1980 L.T. Kubik introduced an analogue of such measure for random events A and B and studied its basic properties. We reveal that this measure reduces to the usual correlation coefficient between the indicator functions of A and B. In consequence the resuts by Kubik are obtained and strenghted directly. This is essential because the textbook is recommended by...
Kifer, Yuri (1998)
Documenta Mathematica
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Zdzisław Rychlik (1976)
Colloquium Mathematicae
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Slobodanka Janković (1987)
Publications de l'Institut Mathématique
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Mark Veraar (2008)
Colloquium Mathematicae
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We obtain lower bounds for ℙ(ξ ≥ 0) and ℙ(ξ > 0) under assumptions on the moments of a centered random variable ξ. The estimates obtained are shown to be optimal and improve results from the literature. They are then applied to obtain probability lower bounds for second order Rademacher chaos.
Yeh, Cheh-Chih, Yeh, Hung-Wen, Chan, Wenyaw (2008)
Journal of Inequalities and Applications [electronic only]
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Z. Porosiński (1988)
Applicationes Mathematicae
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Rio Emmanuel (1997)
ESAIM: Probability and Statistics
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W. Dziubdziela (1976)
Applicationes Mathematicae
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Slobodanka Janković (1990)
Publications de l'Institut Mathématique
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Zhu, Meng-Hu (2007)
Discrete Dynamics in Nature and Society
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R. Kaufman (1970)
Studia Mathematica
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Shichang Song (2013)
Fundamenta Mathematicae
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We prove that the d-finite tuples in models of ARV are precisely the discrete random variables. Then, we apply d-finite tuples to the work by Keisler, Hoover, Fajardo, and Sun concerning saturated probability spaces. In particular, we strengthen a result in Keisler and Sun's recent paper.