Archivio Istituzionale della RicercaLet X be a random variable with distribution function F and let F_X be the family of proportional reversed hazard rate distribution functions associated to F. Given the random vector (X, Y) with copula C and respective marginal distribution functions F and G ∈ F_X, we obtain sufficient conditions for the existence of G ∈ F_X that minimizes E|X − Y |.
A Minimizing Problem of Distances Between Random Variables with Proportional Reversed Hazard Rate Functions / Ortega Jimenez, Patricia; Pellerey, Franco; Sordo, Miguel; Suarez-Llorens, Alfonso. - STAMPA. - 1433:(2023), pp. 311-318. (Intervento presentato al convegno 10th International Conference on Soft Methods in Probability and Statistics, SMPS 2022 tenutosi a Valladolid (Spain) nel 14-16 September 2022) [10.1007/978-3-031-15509-3_41].
A Minimizing Problem of Distances Between Random Variables with Proportional Reversed Hazard Rate Functions
Pellerey, Franco;
2023
Abstract
Let X be a random variable with distribution function F and let F_X be the family of proportional reversed hazard rate distribution functions associated to F. Given the random vector (X, Y) with copula C and respective marginal distribution functions F and G ∈ F_X, we obtain sufficient conditions for the existence of G ∈ F_X that minimizes E|X − Y |.
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paper distances.pdf
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https://hdl.handle.net/11583/2970833