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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 |.

A Minimizing Problem of Distances Between Random Variables with Proportional Reversed Hazard Rate Functions / Ortega Jimenez, Patricia; Pellerey, Franco; Sordo, Miguel; Suarez-Llorens, Alfonso (ADVANCES IN INTELLIGENT SYSTEMS AND COMPUTING). - In: Building Bridges between Soft and Statistical Methodologies for Data Science. / García-Escudero, L-A.; Gordaliza, A.; Mayo, A.; Lubiano Gomez, M.A.; Gil, M.A.; Grzegorzewski, P.; Hryniewicz, O.. - STAMPA. - [s.l] : Springer, 2023. - ISBN 978-3-031-15508-6. - pp. 311-318 [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 |.
2023
ADVANCES IN INTELLIGENT SYSTEMS AND COMPUTING
978-3-031-15508-6
978-3-031-15509-3
Building Bridges between Soft and Statistical Methodologies for Data Science.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/2970833