Minimum of Dependent Random Variables with Convolution-Equivalent Distributions

作者：Wang Yinfeng; Yin Chuancun^*

来源：Communications in Statistics - Theory and Methods, 2011, 40(18): 3245-3251.

DOI：10.1080/03610926.2010.498649

• Class L(gamma)
• Dependence
• Minimum
• Subexponentiality

For two dependent random variables X and Y with distributions of convolution equivalence, sufficient conditions are given under which the distribution of the minimum min(X, Y) is still of convolution equivalence. We further extend the result to the multivariate case.

• 出版日期2011
• 单位复旦大学; 曲阜师范大学