Strong decomposition of random variables

DOI10.1007/s10959-007-0061-6zbMath1121.60011OpenAlexW2155273657MaRDI QIDQ2641422

Jørgen Hoffmann-Jørgensen, Abram M. Kagan, Loren D. Pitt, Lawrence A. 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

singularityFisher informationabsolute continuitycomponentdecomposable random variablesindecomposable random variables

Mathematics Subject Classification ID

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

Related Items (3)

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

Cites Work

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• The arithmetic of probability distributions
• Quasi-independence of random variables and a property of the normal and gamma distributions
• Über eine Eigenschaft der normalen Verteilungsfunktion
• Decompositional Stability of Distribution Laws
• Some inequalities satisfied by the quantities of information of Fisher and Shannon
• The Arithmetic of Probability Distributions
• The Factorisation of the rectangular distribution
• Robust Statistics

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