On the Difference between the Distribution Functions of Two Random Sums of Independent Random Variables
β Scribed by A. Krajka; Z. Rychlik
- Publisher
- John Wiley and Sons
- Year
- 1987
- Tongue
- English
- Weight
- 207 KB
- Volume
- 134
- Category
- Article
- ISSN
- 0025-584X
No coin nor oath required. For personal study only.
β¦ Synopsis
I. fntFoduction
Let {X,,, n 2 1) be a sequence of independent random variables, P, and f, the distribution function and the characteristic fundion of the X,, respectively. Let us put SN = 2 X,, where N is a pasitive integer-valued random variable independent of X,, ?t 2 1. Furthermore, let { P,,, w 2 1) be mother sequence of independent random variables independent of N and {X,, n 2 1). Assume M is a positive integer-valued
π SIMILAR VOLUMES
## Abstract In this paper the exact distribution of a linear function and the ratio of two independent linear functions of independent generalized gamma variables is given.
We show that the new pseudo-random number function, introduced recently by M. Naor and O. Reingold, possesses one more attractive and useful property. Namely, it is proved that for almost all values of parameters it produces a uniformly distributed sequence. The proof is based on some recent bounds