Asymptotic Approximations of Ratio Moments Based on Dependent Sequences
The widely orthant dependent (WOD) sequences are very weak dependent sequences of random variables. For the weighted sums of non-negative <i>m</i>-WOD random variables, we provide asymptotic expressions for their appropriate inverse moments which are easy to calculate. As applications, w...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-03-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/8/3/361 |
| _version_ | 1828530421791457280 |
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| author | Hongyan Fang Saisai Ding Xiaoqin Li Wenzhi Yang |
| author_facet | Hongyan Fang Saisai Ding Xiaoqin Li Wenzhi Yang |
| author_sort | Hongyan Fang |
| collection | DOAJ |
| description | The widely orthant dependent (WOD) sequences are very weak dependent sequences of random variables. For the weighted sums of non-negative <i>m</i>-WOD random variables, we provide asymptotic expressions for their appropriate inverse moments which are easy to calculate. As applications, we also obtain asymptotic expressions for the moments of random ratios. It is pointed out that our random ratios can include some models such as change-point detection. Last, some simulations are illustrated to test our results. |
| first_indexed | 2024-12-11T22:22:56Z |
| format | Article |
| id | doaj.art-03ed4dcac3914d399482a55831483835 |
| institution | Directory Open Access Journal |
| issn | 2227-7390 |
| language | English |
| last_indexed | 2024-12-11T22:22:56Z |
| publishDate | 2020-03-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Mathematics |
| spelling | doaj.art-03ed4dcac3914d399482a558314838352022-12-22T00:48:22ZengMDPI AGMathematics2227-73902020-03-018336110.3390/math8030361math8030361Asymptotic Approximations of Ratio Moments Based on Dependent SequencesHongyan Fang0Saisai Ding1Xiaoqin Li2Wenzhi Yang3School of Mathematical Sciences, Anhui University, Hefei 230601, ChinaSchool of Mathematical Sciences, Anhui University, Hefei 230601, ChinaSchool of Mathematical Sciences, Anhui University, Hefei 230601, ChinaSchool of Mathematical Sciences, Anhui University, Hefei 230601, ChinaThe widely orthant dependent (WOD) sequences are very weak dependent sequences of random variables. For the weighted sums of non-negative <i>m</i>-WOD random variables, we provide asymptotic expressions for their appropriate inverse moments which are easy to calculate. As applications, we also obtain asymptotic expressions for the moments of random ratios. It is pointed out that our random ratios can include some models such as change-point detection. Last, some simulations are illustrated to test our results.https://www.mdpi.com/2227-7390/8/3/361asymptotic approximationinverse momentswod random variablesratio moments |
| spellingShingle | Hongyan Fang Saisai Ding Xiaoqin Li Wenzhi Yang Asymptotic Approximations of Ratio Moments Based on Dependent Sequences Mathematics asymptotic approximation inverse moments wod random variables ratio moments |
| title | Asymptotic Approximations of Ratio Moments Based on Dependent Sequences |
| title_full | Asymptotic Approximations of Ratio Moments Based on Dependent Sequences |
| title_fullStr | Asymptotic Approximations of Ratio Moments Based on Dependent Sequences |
| title_full_unstemmed | Asymptotic Approximations of Ratio Moments Based on Dependent Sequences |
| title_short | Asymptotic Approximations of Ratio Moments Based on Dependent Sequences |
| title_sort | asymptotic approximations of ratio moments based on dependent sequences |
| topic | asymptotic approximation inverse moments wod random variables ratio moments |
| url | https://www.mdpi.com/2227-7390/8/3/361 |
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