A Minimizing Problem of Distances Between Random Variables with Proportional Reversed Hazard Rate Functions

  1. Ortega-Jiménez, Patricia 1
  2. Pellerey, Franco 2
  3. Sordo, Miguel A. 1
  4. Suárez-Llorens, Alfonso 1
  1. 1 Universidad de Cádiz, 11002, Cádiz, Spain.
  2. 2 Politecnico di Torino, 10129, Turin, Italy.
Actas:
SMPS 2022: Building Bridges between Soft and Statistical Methodologies for Data Science

ISSN: 2194-5357,  2194-5365

ISBN: 9783031155086,  9783031155093

Año de publicación: 2022

Páginas: 311-318

Tipo: Aportación congreso

DOI: 10.1007/978-3-031-15509-3_41 GOOGLE SCHOLAR lock_openAcceso abierto editor

Resumen

Let X be a random variable with distribution function F and let FX be the family of proportional reversed hazard rate distribution functions associated to F. Given the random vector (X, Y) with copula C and respective marginal distribution functions F and G∈FX, we obtain sufficient conditions for the existence of G∈FX that minimizes EC|X−Y|..

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