AI 中文总结
该研究证明了具有有限p阶矩的风险单调可加统计量的二阶矩特性,明确了不同p值下统计量仅依赖均值函数或结合方差非负倍数的规律。
AI 中文摘要
对于具有有限p阶矩的分布上的每一个可加于独立风险且在均值保持展形中单调的统计量,当p严格小于2时,其仅依赖于均值的可加函数;当p不小于2时,其仅依赖于该函数与方差的非负倍数。
英文摘要
Every statistic on laws with finite pth moment that is additive across independent risks and monotone in mean-preserving spreads depends only on an additive function of the mean when p is strictly less than 2, and only on such a function and a nonnegative multiple of the variance when p is no less than 2.