Eine Momentengleichung bei Exponentialfamilien.
The search session has expired. Please query the service again.
Page 1
D. Plachky (1972)
Metrika
Jiří Michálek (1986)
Kybernetika
Suquet, Ch. (1995)
Bulletin of the Belgian Mathematical Society - Simon Stevin
Rosen, Jay S., Marcus, Michael B. (2009)
Electronic Journal of Probability [electronic only]
Iosif Pinelis (2012)
ESAIM: Probability and Statistics
If a probability density p(x) (x ∈ ℝk) is bounded and R(t) := ∫e〈x, tu〉p(x)dx < ∞ for some linear functional u and all t ∈ (0,1), then, for each t ∈ (0,1) and all large enough n, the n-fold convolution of the t-tilted density ˜pt := e〈x, tu〉p(x)/R(t) is bounded. This is a corollary of a general, “non-i.i.d.” result, which is also shown to enjoy a certain optimality property. Such results and their corollaries stated in terms of the absolute integrability of the corresponding characteristic...
Iosif Pinelis (2012)
ESAIM: Probability and Statistics
If a probability density p(x) (x ∈ ℝk) is bounded and R(t) := ∫e〈x, tu〉p(x)dx < ∞ for some linear functional u and all t ∈ (0,1), then, for each t ∈ (0,1) and all large enough n, the n-fold convolution of the t-tilted density := e〈x, tu〉p(x)/R(t) is bounded. This is a corollary of a general, “non-i.i.d.” result, which is also shown to enjoy a certain optimality property. Such results and their corollaries stated in terms of the absolute integrability of the corresponding characteristic...
Page 1