A new proof, based on the duality theorem of linear programming, is given of a theorem of V. Strassen, which states essentially that the minimum distance between random variables with given ...

The Annals of Mathematical Statistics, Vol. 43, No. 5 (Oct., 1972), pp. 1719-1726 (8 pages) Let {Xn, n ≥ 1} be a sequence of random variables such that for suitably ...

Density functions are nonnegative for all real numbers but greater than zero only at a finite or countably infinite number of points. Density functions are nonnegative for all real numbers and are ...

The world is full of uncertainty: accidents, storms, unruly financial markets, noisy communications. The world is also full of data. Probabilistic modeling and the related field of statistical ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...