Timeline for Comparison of tail behaviour of two (bounded) random variables given their moments
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 28, 2017 at 0:08 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jan 28, 2017 at 23:14 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Dec 30, 2016 at 15:58 | comment | added | Puzzled | Thank you for your prompt replies. Analysing your counterexample, it seems like there are two sufficient conditions for the relationship to hold: 1. finite RVs; 2. RVs with a particular tail behaviour, say constant signs of the second derivative of pdf functions. However, I have difficulties to prove it. Would it be possible to point me in the right direction? Thanks! | |
| Dec 29, 2016 at 23:03 | comment | added | Douglas Zare | The new version where you assume $X$ and $Y$ are bounded is trivial. | |
| Dec 29, 2016 at 22:19 | history | edited | Puzzled | CC BY-SA 3.0 |
added 14 characters in body; edited title
|
| Dec 29, 2016 at 15:32 | answer | added | Douglas Zare | timeline score: 1 | |
| Dec 29, 2016 at 2:10 | review | First posts | |||
| Dec 29, 2016 at 2:30 | |||||
| Dec 29, 2016 at 2:07 | history | asked | Puzzled | CC BY-SA 3.0 |