SUMS OF STANDARD UNIFORM RANDOM VARIABLES

doi:10.1017/jpr.2019.52

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	SUMS OF STANDARD UNIFORM RANDOM VARIABLES
	Mao, Tiantian 2; Wang, Bin1 ; Wang, Ruodu 3
刊名	JOURNAL OF APPLIED PROBABILITY
	2019-09-01
卷号	56 期号:3 页码:918-936
关键词	Uniform distribution aggregation dependence uncertainty joint mixability
ISSN号	0021-9002
DOI	10.1017/jpr.2019.52
英文摘要	In this paper, we analyse the set of all possible aggregate distributions of the sum of standard uniform random variables, a simply stated yet challenging problem in the literature of distributions with given margins. Our main results are obtained for two distinct cases. In the case of dimension two, we obtain four partial characterization results. For dimension greater than or equal to three, we obtain a full characterization of the set of aggregate distributions, which is the first complete characterization result of this type in the literature for any choice of continuous marginal distributions.
资助项目	NNSF of China[11501017] ; NNSF of China[71671176] ; NNSF of China[71871208] ; NNSF of China[11501575] ; Natural Sciences and Engineering Research Council of Canada[RGPIN-2018-03823] ; Natural Sciences and Engineering Research Council of Canada[RGPAS-2018-522590] ; Center of Actuarial Excellence Research Grant from the Society of Actuaries
WOS研究方向	Mathematics
语种	英语
出版者	CAMBRIDGE UNIV PRESS
WOS记录号	WOS:000488778100013
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/35883]
专题	应用数学研究所
通讯作者	Mao, Tiantian
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, RCSDS, Beijing 100190, Peoples R China 2.Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Anhui, Peoples R China 3.Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON N2L 3G1, Canada
推荐引用方式 GB/T 7714	Mao, Tiantian,Wang, Bin,Wang, Ruodu. SUMS OF STANDARD UNIFORM RANDOM VARIABLES[J]. JOURNAL OF APPLIED PROBABILITY,2019,56(3):918-936.
APA	Mao, Tiantian,Wang, Bin,&Wang, Ruodu.(2019).SUMS OF STANDARD UNIFORM RANDOM VARIABLES.JOURNAL OF APPLIED PROBABILITY,56(3),918-936.
MLA	Mao, Tiantian,et al."SUMS OF STANDARD UNIFORM RANDOM VARIABLES".JOURNAL OF APPLIED PROBABILITY 56.3(2019):918-936.