随机变量平均值的凸序、对数凸性与矩
Convex order, log-convexity and moments of averages of random variables
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中文总结 AI 辅助
该研究针对可交换非负随机变量平均值乘积建立凸序比较,以含任意整数分划的更一般形式,解决了Lamkin与Tkocz2022年提出的样本均值矩对数凸性相关猜想。
中文摘要 AI 辅助
我们建立了可交换非负随机变量平均值乘积的凸序比较。由此,我们以包含任意整数分划的更一般形式,解决了Lamkin与Tkocz(2022)提出的关于样本均值矩的对数凸性及其逐点形式的猜想。
英文摘要
We establish a convex order comparison for products of averages of exchangeable nonnegative random variables. As a consequence, we solve a conjecture of Lamkin and Tkocz (2022) on the log-convexity of moments of sample means, as well as its pointwise version, in a more general form involving arbitrary integer partitions.