SUMS OF STANDARD UNIFORM RANDOM VARIABLES | |
Mao, Tiantian2; Wang, Bin1; Wang, Ruodu3 | |
刊名 | JOURNAL OF APPLIED PROBABILITY |
2019-09-01 | |
卷号 | 56期号:3页码:918-936 |
关键词 | Uniform distribution aggregation dependence uncertainty joint mixability |
ISSN号 | 0021-9002 |
DOI | 10.1017/jpr.2019.52 |
英文摘要 | In this paper, we analyse the set of all possible aggregate distributions of the sum of standard uniform random variables, a simply stated yet challenging problem in the literature of distributions with given margins. Our main results are obtained for two distinct cases. In the case of dimension two, we obtain four partial characterization results. For dimension greater than or equal to three, we obtain a full characterization of the set of aggregate distributions, which is the first complete characterization result of this type in the literature for any choice of continuous marginal distributions. |
资助项目 | NNSF of China[11501017] ; NNSF of China[71671176] ; NNSF of China[71871208] ; NNSF of China[11501575] ; Natural Sciences and Engineering Research Council of Canada[RGPIN-2018-03823] ; Natural Sciences and Engineering Research Council of Canada[RGPAS-2018-522590] ; Center of Actuarial Excellence Research Grant from the Society of Actuaries |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | CAMBRIDGE UNIV PRESS |
WOS记录号 | WOS:000488778100013 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/35883] |
专题 | 应用数学研究所 |
通讯作者 | Mao, Tiantian |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, RCSDS, Beijing 100190, Peoples R China 2.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China 3.Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON N2L 3G1, Canada |
推荐引用方式 GB/T 7714 | Mao, Tiantian,Wang, Bin,Wang, Ruodu. SUMS OF STANDARD UNIFORM RANDOM VARIABLES[J]. JOURNAL OF APPLIED PROBABILITY,2019,56(3):918-936. |
APA | Mao, Tiantian,Wang, Bin,&Wang, Ruodu.(2019).SUMS OF STANDARD UNIFORM RANDOM VARIABLES.JOURNAL OF APPLIED PROBABILITY,56(3),918-936. |
MLA | Mao, Tiantian,et al."SUMS OF STANDARD UNIFORM RANDOM VARIABLES".JOURNAL OF APPLIED PROBABILITY 56.3(2019):918-936. |
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