Sum of a Random Number of Correlated Random Variables that Depend on the Number of Summands

DOI10.1080/00031305.2017.1311283OpenAlexW2606354265MaRDI QIDQ5868161

Joel E. Cohen

Publication date: 20 September 2022

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00031305.2017.1311283

zbMATH Keywords

correlationconditional expectationvariancerandom sumrandom productWald's equationBlackwell-Girschick equation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• On the normal approximation of a binomial random sum
• Asymptotic results for random sums of dependent random variables
• On the normal approximation of a sum of a random number of independent random variables
• On the normal approximation of a negative binomial random sum
• On the Exact Variance of Products
• Heavy-Tail Phenomena
• A Lower Bound for the Variance of Some Unbiased Sequential Estimates
• Sequential Tests of Statistical Hypotheses

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