New bounds for moments of continuous random variables
نویسندگان
چکیده
منابع مشابه
SOME RESULTS OF MOMENTS OF UNCERTAIN RANDOM VARIABLES
Chance theory is a mathematical methodology for dealing with indeterminatephenomena including uncertainty and randomness.Consequently, uncertain random variable is developed to describe the phenomena which involveuncertainty and randomness.Thus, uncertain random variable is a fundamental concept in chance theory.This paper provides some practical quantities to describe uncertain random variable...
متن کاملBounds for CDFs of Order Statistics Arising from INID Random Variables
In recent decades, studying order statistics arising from independent and not necessary identically distributed (INID) random variables has been a main concern for researchers. A cumulative distribution function (CDF) of these random variables (Fi:n) is a complex manipulating, long time consuming and a software-intensive tool that takes more and more times. Therefore, obtaining approximations a...
متن کاملOn the bounds in Poisson approximation for independent geometric distributed random variables
The main purpose of this note is to establish some bounds in Poisson approximation for row-wise arrays of independent geometric distributed random variables using the operator method. Some results related to random sums of independent geometric distributed random variables are also investigated.
متن کاملContinuous Random Variables
Math 394 1 (Almost bullet-proof) Definition of Expectation Assume we have a sample space Ω, with a σ−algebra of subsets F , and a probability P , satisfying our axioms. Define a random variable as a a function X : Ω → R, such that all subsets of Ω of the form {ω |a < X(ω) ≤ b}, for any real a ≤ b are events (belong to F). Assume at first that the range of X is bounded, say it is contained in th...
متن کاملMoment bounds for truncated random variables
Given any random variable X ∈ [0,M ] with EX = m1 and EX = m2 fixed, various bounds are derived on the mean and variance of the truncated random variable max(0, X−K) with K > 0 given. The results are motivated by questions associated with European call option. The techniques are based on domination by quadratic functions and change of measures in the unimodal distribution case.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 2010
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2010.10.018