JSTOR Daily

Inequalities for Sums of Independent Random Variables

Proceedings of the American Mathematical Society, Vol. 104, No. 1 (Sep., 1988), pp. 221-226 (6 pages) A moment inequality is proved for sums of independent random ...
JSTOR Daily

Sums of Random Variables Indexed by a Partially Ordered Set and the Estimation of Integral Regression Functions

The estimator proposed by Brunk for the indefinite integral of a regression function defined on the unit cube in β dimensional Euclidean space is studied. It is shown to be strongly uniformly ...
Risk

Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables

This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this ...
Nature

(1) Généralités sur les probabilités; variables aléatoires (2) Théorie de l'addition des variables aléatoires (3) Random Variables and Probability Distributions (4) Les ...

(1) PROF. FRECHET'S "Généralités" represents the first volume only of a treatise which, as a whole, is to form part of the very important "Traité du calcul des probabilités"edited by Prof. Borel. The ...
lse

Probability and Distribution Theory

This course is available on the BSc in Data Science, BSc in Mathematics with Data Science and BSc in Mathematics, Statistics and Business. This course is available as an outside option to students on ...