Max-sum equivalence of conditionally dependent random variables

In this paper, we prove the max-sum equivalence of random variables satisfying two conditional dependence assumptions. Besides, we also discuss the interrelationship between the above two conditional dependence assumptions. The obtained results improve and generalize some existing results.

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Bibliographic Details
Published in:Statistics & probability letters 2014-01, Vol.84, p.60-66
Main Authors: Jiang, Tao, Gao, Qingwu, Wang, Yuebao
Format: Article
Language:English
Subjects:
Conditional dependence
Inclusion relationship
Max-sum equivalence
Subexponentiality
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Description
Summary:In this paper, we prove the max-sum equivalence of random variables satisfying two conditional dependence assumptions. Besides, we also discuss the interrelationship between the above two conditional dependence assumptions. The obtained results improve and generalize some existing results.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2013.09.031