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  • Ratio of two random variables: a note on the existence of its moments
    Cedilnik, Anton ; Košmelj, Katarina ; Blejec, Andrej
    To enable correct statistical inference, the knowledge about the existence of moments is crucial. The objective of this paper is to study the existence of the moments for the ratio Y X Z / = , where ... X and Y are arbitrary random variables with the additional assumption 0 ) 0 ( = = Y P . We present three existence theorems showing that specific behaviour of the distribution of Y in the neighbourhood of zero is essential. Simple consequences of these theorems give evidence to the existence of the moments for particular random variables; some of these results are well known from standard probability theory. However, we obtain them in a simple way.
    Vir: Advances in methodology and statistics = Metodološki zvezki. - ISSN 1854-0023 (Vol. 3, no. 1, 2006, str. 1-7)
    Vrsta gradiva - članek, sestavni del
    Leto - 2006
    Jezik - angleški
    COBISS.SI-ID - 4719737

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    Digitalna knjižnica Slovenije - dLib.si

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