A characterization of random variables with minimum L2-distance
نویسندگان
چکیده
منابع مشابه
On the minimum of several random variables
For a given sequence of real numbers a1, . . . , an we denote the k-th smallest one by k-min1≤i≤n ai. Let A be a class of random variables satisfying certain distribution conditions (the class contains N(0, 1) Gaussian random variables). We show that there exist two absolute positive constants c and C such that for every sequence of positive real numbers x1, . . . , xn and every k ≤ n one has c...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1990
ISSN: 0047-259X
DOI: 10.1016/0047-259x(90)90070-x