Asymptotic results for weighted means of linear combinations of independent Poisson random variables

Stochastics ◽  
2019 ◽  
Vol 92 (4) ◽  
pp. 497-518
Author(s):  
Rita Giuliano ◽  
Claudio Macci ◽  
Barbara Pacchiarotti
Keyword(s):  
Random Variables ◽  
Asymptotic Results ◽  
Linear Combinations ◽  
Weighted Means

scholarly journals Some inequalities of linear combinations of independent random variables: II

Bernoulli ◽  
2013 ◽  
Vol 19 (5A) ◽  
pp. 1776-1789 ◽  
Author(s):  
Xiaoqing Pan ◽  
Maochao Xu ◽  
Taizhong Hu
Keyword(s):  
Random Variables ◽  
Independent Random Variables ◽  
Linear Combinations

scholarly journals SOME UNIFIED RESULTS ON COMPARING LINEAR COMBINATIONS OF INDEPENDENT GAMMA RANDOM VARIABLES

2012 ◽  
Vol 26 (3) ◽  
pp. 393-404 ◽  
Author(s):  
Subhash Kochar ◽  
Maochao Xu
Keyword(s):  
Random Variables ◽  
Stochastic Orders ◽  
Sufficient Condition ◽  
Linear Combinations

In this paper, a new sufficient condition for comparing linear combinations of independent gamma random variables according to star ordering is given. This unifies some of the newly proved results on this problem. Equivalent characterizations between various stochastic orders are established by utilizing the new condition. The main results in this paper generalize and unify several results in the literature including those of Amiri, Khaledi, and Samaniego [2], Zhao [18], and Kochar and Xu [9].

On the Sequential Detection Problem

1989 ◽  
Vol 38 (3-4) ◽  
pp. 129-146
Author(s):  
Uttam Bandyopadhyay
Keyword(s):  
Infinite Sequence ◽  
Random Variables ◽  
Stopping Rule ◽  
Independent Random Variables ◽  
Sequential Detection ◽  
Detection Problem ◽  
Asymptotic Results ◽  
Rule Based ◽  
Unknown Point ◽  
Cumulative Sums

In this paper, for an infinite sequence of independent random variables, we have considered the problem of estimation of an unknown point ( q) where a change in the distribution of the random variables occurs. Attaching suitable scores for the observed values. of the random variables, a stopping rule based on the cumulative sums of these scores has been proposed. Some asymptotic results useful for studying the performance of the proposed procedure havo beon obtained.

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