Mean and minimum of independent random variables

Naomi Dvora Feldheim; Ohad Noy Feldheim

doi:10.1007/s11856-021-2195-0

Mean and minimum of independent random variables

Naomi Dvora Feldheim^*
, Ohad Noy Feldheim

^*Corresponding author for this work

Einstein Institute of Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We show that any pair X, Y of independent non-compactly supported random variables on [0, ∞) satisfies (Formula presented.). We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random variables are identically distributed.

Original language	English
Pages (from-to)	857-882
Number of pages	26
Journal	Israel Journal of Mathematics
Volume	244
Issue number	2
DOIs	https://doi.org/10.1007/s11856-021-2195-0
State	Published - Sep 2021

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© 2021, The Hebrew University of Jerusalem.

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Mean and minimum of independent random variables

Abstract

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