11 дек. 2018 г. · Calculating the expectation of a sum of dependent random variables ... for i=1,2,…,m. I want to calculate or get an upper bound on the expectation ...

7 мар. 2019 г. · Let X1,X2,... be a sequence of identically distributed and m-dependent random variables with E[Xi]=0, 0<Var(Xi)<∞ (m-dependent means that each X ...

10 нояб. 2023 г. · Let us say we have two independent random variables X and Y, with both E[X]=E[Y]=0. Is it true that for any random weight variable 0≤W≤1 ...

29 янв. 2020 г. · I have a sum of positive random variables, they are not identically distributed, but even that case would be interesting. They are not necessarily independent.

Let U and V be two i.i.d. random variables having finite expectation. Let X3k=X3k+1:=U, X3k+2:=V and f((xi)i∈Z)=x0x1. Then E[f(Y1)]=E[U2] and ...

27 мая 2021 г. · It is well known that the variance of the sum of independent random variables (not necessarily iid) is the sum of the variance of each random variable.

23 янв. 2017 г. · Mathematical expectation of minimum of k random variables with fixed sum n. We have n independent identically distributed random variables X1, ...

27 дек. 2020 г. · Here is a full answer to Question 1 in the special case S=X1+X2. I give an exact upper and lower bounds for P(S≥x).

22 мар. 2021 г. · What is the expected value of the sum of the k (out of a set of n) smallest normal random variables? Ask Question. Asked 3 years, 7 months ago.

26 мая 2015 г. · Almost everything I can find talks about under what conditions dependent random variables can be written as sums or linear combinations of ...