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pro vyhledávání: '"Akaoka, Yuichi"'
Publikováno v:
Acta Math. Hungar. 171, 124-175 (2023)
We consider power means of independent and identically distributed (i.i.d.) non-integrable random variables. The power mean is an example of a homogeneous quasi-arithmetic mean. Under certain conditions, several limit theorems hold for the power mean
Externí odkaz:
http://arxiv.org/abs/2207.09694
Publikováno v:
Annals of the Institute of Statistical Mathematics (2022) 74:895-923
Some quasi-arithmetic means of random variables easily give unbiased strongly consistent closed-form estimators of the joint of the location and scale parameters of the Cauchy distribution. The one-step estimators of those quasi-arithmetic means of t
Externí odkaz:
http://arxiv.org/abs/2104.06112
Publikováno v:
Ukrains'kyi Matematychnyi Zhurnal, Vol. 75, no. 3, (2023) pp. 305-318
We will construct a confidence region of parameters for a sample of size $N$ from Cauchy distributed random variables. Although Cauchy distribution has two parameters, a location parameter $\mu \in \mathbb{R}$ and a scale parameter $\sigma > 0$, we w
Externí odkaz:
http://arxiv.org/abs/2104.06124
Publikováno v:
Brazilian Journal of Probability and Statistics 2022, Vol. 36, No. 2, 385-407
We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be complex-valued,
Externí odkaz:
http://arxiv.org/abs/2104.06110
Autor:
Akaoka, Yuichi1,2 (AUTHOR), Okamura, Kazuki3 (AUTHOR) okamura.kazuki@shizuoka.ac.jp, Otobe, Yoshiki1 (AUTHOR)
Publikováno v:
Annals of the Institute of Statistical Mathematics. Oct2022, Vol. 74 Issue 5, p895-923. 29p.
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