Displaying similar documents to “Negative dependence structures through stochastic ordering.”

Stochastic ordering of random kth record values

Wiesław Dziubdziela, Agata Tomicka-Stisz (1999)

Applicationes Mathematicae

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Let X 1 , X 2 , . . . be a sequence of independent and identically distributed random variables with continuous distribution function F(x). Denote by X(1,k),X(2,k),... the kth record values corresponding to X 1 , X 2 , . . . We obtain some stochastic comparison results involving the random kth record values X(N,k), where N is a positive integer-valued random variable which is independent of the X i .

About “Correlations” (1937).

de Finetti, Bruno (2008)

Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]

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On the product of triangular random variables

Mridula Garg, Sangeeta Choudhary, Saralees Nadarajah (2009)

Applicationes Mathematicae

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We derive the probability density function (pdf) for the product of three independent triangular random variables. It involves consideration of various cases and subcases. We obtain the pdf for one subcase and present the remaining cases in tabular form. We also indicate how to calculate the pdf for the product of n triangular random variables.