On Lin's Condition for Products of Random Variables

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Date

2019

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B verkin inst Low Temperature Physics & Engineering Nas Ukraine

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Abstract

The paper presents an elaboration of some results on Lin's conditions. A new proof is given to the fact that if densities of independent random variables xi(1) and xi(2) satisfy Lin's condition, then the same is true for their product. Also, it is shown that without the condition of independence, the statement is no longer valid.

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random variable, absolutely continuous distribution, Lin's condition

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WoS Q

Q4

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Q4

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Volume

15

Issue

1

Start Page

79

End Page

85

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