Suppose $X_1$ and $X_2$ denote two discrete random variables. We want to compute the probability each takes a specific value *at the same time* or *simultaneously ...
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Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...
A new proof, based on the duality theorem of linear programming, is given of a theorem of V. Strassen, which states essentially that the minimum distance between random variables with given ...
We study the high order equilibrium distributions of a counting random variable. Properties such as moments, the probability generating function, the stop--loss transform and the mean residual ...
Abstract: Sums of lognormal random variables occur in many wireless communications problems, in part, because a shadowing environment is well modeled by a lognormal distribution. A closed-form ...
Abstract: In this contribution, we employ the Mellin transform to derive the expressions for probability density function (PDF) of the product of Nakagami-m and Gamma distributed random variables. As ...
The Annals of Mathematical Statistics, Vol. 43, No. 5 (Oct., 1972), pp. 1719-1726 (8 pages) Let {Xn, n ≥ 1} be a sequence of random variables such that for suitably ...