On the stability of the distribution function of the composed random variables by their index random variable

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On the stability of the distribution function of the composed random variables by their index random variable

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Title: On the stability of the distribution function of the composed random variables by their index random variable
Author: Nguyen, Huu Bao
Abstract: Let us consider the composed random variable = P k=1 k, where 1, 2, ... are independent identically distributed random variables and is a positive value random, independent of all k. In [1] and [2], we gave some the stabilities of the distribution function of in the following sense: the small changes in the distribution function of k only lead to the small changes in the distribution function of . In the paper, we investigate the distribution function of when we have the small changes of the distribution of .
Description: VNU Journal of Science, Mathematics - Physics. Vol. 23 (2007), No 2 (M.P), P. 70-74
URI: http://hdl.handle.net/123456789/914
Date: 2007

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