
arXiv: 1811.11981
AbstractIn this paper, we analyse the set of all possible aggregate distributions of the sum of standard uniform random variables, a simply stated yet challenging problem in the literature of distributions with given margins. Our main results are obtained for two distinct cases. In the case of dimension two, we obtain four partial characterization results. For dimension greater than or equal to three, we obtain a full characterization of the set of aggregate distributions, which is the first complete characterization result of this type in the literature for any choice of continuous marginal distributions.
Applications of statistics to actuarial sciences and financial mathematics, uniform distribution, joint mixability, Probability (math.PR), aggregation, dependence uncertainty, FOS: Mathematics, Inequalities; stochastic orderings, Mathematics - Probability
Applications of statistics to actuarial sciences and financial mathematics, uniform distribution, joint mixability, Probability (math.PR), aggregation, dependence uncertainty, FOS: Mathematics, Inequalities; stochastic orderings, Mathematics - Probability
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 6 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Top 10% | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
