Mean and minimum of independent random variables

Naomi Dvora Feldheim; Ohad Noy Feldheim

doi:10.1007/s11856-021-2195-0

Mean and minimum of independent random variables

Naomi Dvora Feldheim, Ohad Noy Feldheim

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We show that any pair X, Y of independent non-compactly supported random variables on [0, ∞) satisfies (Formula presented.). We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random variables are identically distributed.

Original language	English
Pages (from-to)	857-882
Number of pages	26
Journal	Israel Journal of Mathematics
Volume	244
Issue number	2
DOIs	https://doi.org/10.1007/s11856-021-2195-0
State	Published - Sep 2021

Bibliographical note

Funding Information:
Research supported in part by the Institute of Mathematics and Its Applications funded by the NSF, and by an NSF postdoctoral fellowship at Stanford University. Research supported in part by the Institute of Mathematics and Its Applications funded by the NSF and by a postdoctoral fellowship at Stanford University.

Publisher Copyright:
© 2021, The Hebrew University of Jerusalem.

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Mean and minimum of independent random variables

Abstract

Bibliographical note

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