The ratio R of two random quantities is frequently encountered in probability and statistics. But while for unidimensional statistical variables the distribution of R can be computed relatively easily ...
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 ...
Brazilian Journal of Probability and Statistics, Vol. 35, No. 3 (2021), pp. 435-441 (7 pages) The aim of this note is to give an elegant proof of a result due to E. G. Olds which concerns the density ...
In the early development of probability theory, only discrete random variables (although not called random variables at the time) were considered. Isaac Newton (1643-1727) considered the idea of ...
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 ...
It was difficult to find these common distributions online in one place, so here is what I wish I found online. In the jupyter notebook are some Common Distributions and Random Variables, encoded in ...
The Sigma-Pi structure investigated in this work consists of the sum of products of an increasing number of identically distributed random variables. It appears in stochastic processes with random ...