A note on the conditional distribution of \(X\) when \(| X-y|\) is given

DOI10.1016/0167-7152(94)90107-4zbMath0791.62012OpenAlexW1983796686MaRDI QIDQ1324605

Zhi-Dong Bai, Lawrence A. Shepp

Publication date: 5 July 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90107-4

zbMATH Keywords

counterexampleconditional distributiondegeneratenon-degenerateabsolutely continuous distributionsexpected conditional variancesingularly continuous distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

A Berry-Esséen bound for Student's statistic in the non-i. i. d. case

Cites Work

• Edgeworth expansion for Student's t statistic under minimal moment conditions
• The order of the normal approximation for a Studentized U-statistic

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