On the coefficient of variation of mixtures of probability distributions
作者:
Marcel F. Neuts,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1982)
卷期:
Volume 11,
issue 6
页码: 649-657
ISSN:0361-0918
年代: 1982
DOI:10.1080/03610918208812286
出版商: Marcel Dekker, Inc.
关键词: mixtures;computational probability;coefficient of variation
数据来源: Taylor
摘要:
We obtain tight upper and lower bounds on the coefficient of variation of mixtures of m probability distributions on [0,∞). The lower bound is explicit; the upper bound is computed by an elementary algorithm. In some particular cases, the upper bound may also be obtained in an analytically explicit form.
点击下载:
PDF (208KB)
返 回