2 results
Search Results
Now showing 1 - 2 of 2
Article Citation - WoS: 4Citation - Scopus: 4Uncorrelatedness sets for random variables with given distributions(Amer Mathematical Soc, 2005) Ostrovska, SLet xi(1) and xi(2) be random variables having finite moments of all orders. The set U(xi(1),xi(2)) := {( j, l) is an element of N-2 : E(xi(1)(j)xi(2)(l)) = E(xi(1)(j)) E(xi(2)(l))} is said to be an uncorrelatedness set of xi(1) and xi(2). It is known that in general, an uncorrelatedness set can be arbitrary. Simple examples show that this is not true for random variables with given distributions. In this paper we present a wide class of probability distributions such that there exist random variables with given distributions from the class having a prescribed uncorrelatedness set. Besides, we discuss the sharpness of the obtained result.Article Citation - WoS: 1Citation - Scopus: 2On the Powers of Polynomial Logistic Distributions(Brazilian Statistical Association, 2016) Ostrovska, SofiyaLet P(x) be a polynomial monotone increasing on (-infinity, +infinity). The probability distribution possessing the distribution function F(x) = 1/1 + exp{-P(x)} is called the polynomial logistic distribution associated with polynomial P and denoted by PL(P). It has recently been introduced, as a generalization of the logistic distribution, by V. M. Koutras, K. Drakos, and M. V. Koutras who have also demonstrated the importance of this distribution in modeling financial data. In the present paper, for a random variable X similar to PL(P), the analytical properties of its characteristic function are examined, the moment-(in)determinacy for the powers X-m, m is an element of N and vertical bar X vertical bar(p), p is an element of (0, +infinity) depending on the values of m and p is investigated, and exemplary Stieltjes classes for the moment-indeterminate powers of X are constructed.
