Mean and minimum of independent random variables (Q2055296): Difference between revisions
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Revision as of 11:25, 15 February 2024
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English | Mean and minimum of independent random variables |
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Mean and minimum of independent random variables (English)
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1 December 2021
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For any pair \(X,Y\) of independent non-compactly supported random variables on \([0, \infty)\), this paper shows \[ \liminf_{n \rightarrow \infty} \mathbf{P}(\min(X,Y)>m \mid X+Y>2m) = 0. \] Furthermore, the multi-variate and weighted generalizations of this result are proposed, which are proven under the additional assumption that the random variables are identically distributed.
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inequality
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asymptotic
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minimum
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