Strong decomposition of random variables

DOI10.1007/S10959-007-0061-6MaRDI QIDQ2641422zbMATH OpenOpenAlexFDO

Authors Jørgen Hoffmann-Jørgensen, Abram M. Kagan, Loren D. Pitt, Larry Shepp

Publication date 20 August 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-007-0061-6

zbMATH Keywords

absolute continuitycomponentdecomposable random variablesFisher informationindecomposable random variablessingularity

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• Decompositional Stability of Distribution Laws
• scientific article; zbMATH DE number 3143963 (Why is no real title available?)
• scientific article; zbMATH DE number 3558654 (Why is no real title available?)
• scientific article; zbMATH DE number 4116450 (Why is no real title available?)
• scientific article; zbMATH DE number 3255437 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• Quasi-independence of random variables and a property of the normal and gamma distributions
• Robust Statistics
• Some inequalities satisfied by the quantities of information of Fisher and Shannon
• The arithmetic of probability distributions
• The Arithmetic of Probability Distributions
• The Factorisation of the rectangular distribution
• Über eine Eigenschaft der normalen Verteilungsfunktion

Cited in

(3)

• Rent-seeking for a public good with additive contributions
• Contribution to the theory of Pitman estimators
• A note on a generalization of an infinite decomposability result

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