Extreme Negative Dependence and Risk Aggregation Bin Wang∗ and Ruodu Wang† January 22, 2015 Abstract We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given commo

First Page		Document Content
Date: 2015-01-22 22:51:14 Statistics Mathematical analysis Probability Probability distributions Algebra of random variables Probability theory Central limit theorem Variance Normal distribution Multivariate random variable Expected value Relationships among probability distributions		Extreme Negative Dependence and Risk Aggregation Bin Wang∗ and Ruodu Wang† January 22, 2015 Abstract We introduce the concept of an extremely negatively dependent (END) sequence of random variables with a given commo Add to Reading List Source URL: sas.uwaterloo.ca Download Document from Source Website File Size: 451,66 KB Share Document on Facebook

	Stat 928: Statistical Learning Theory Lecture: 4 The Central Limit Theorem; Large Deviations; and Rate Functions Instructor: Sham Kakade DocID: 1vkcR - View Document
	The Central Limit Theorem The purpose of this exercise is two-fold. First, to further introduce some of the tools and commands in R. Second, we will show one consequence of the central limit theorem, namely that sums of DocID: 1ubmD - View Document
	A Hilbert Space Central Limit Theorem for Geometrically Ergodic Markov ChainsI John Stachurski Research School of Economics, Australian National University Abstract DocID: 1swd6 - View Document
	Short note on Sample Mean, Law of Large Numbers and a Central Limit Theorem Florian Oswald November 30, 2011 Abstract In this short note we have a look at the properties of the sample mean, the law of large numbers DocID: 1sbrZ - View Document
	Statistica Sinica), A CENTRAL LIMIT THEOREM FOR THE NUMBER OF SUCCESS RUNS: AN EXAMPLE OF REGENERATIVE PROCESSES S. G. Kou and Y. S. Chow DocID: 1rBYc - View Document