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安徽师范大学概率论与数理统计课件Chapter2 Random Variables and their Mathematical Characters
THE SUBGROUP ALGORITHM FOR GENERATING UNIFORM RANDOM VARIABLES.
EXCHANGEABLE PAIRS OF BERNOULLI RANDOM VARIABLES, KRAWTCHOUCK POLYNOMIALS, AND EHRENFEST URNS
Abstract: In this paper an analytic expression is given for the bounds of the distribution function of the sum of dependent normally distributed random variables. Using the theory of copulas and the i...
Abstract: We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome bu...
Abstract: This paper investigates the decay rate of the probability that the row sum of a triangular array of truncated heavy tailed random variables is larger than an integer (k) times the truncating...
We present and prove two theorems about equalities for the nth moment of nonnegative integer-valued random variables. These equalities generalize the well known equality for the first moment of a nonn...

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