Mean and Minimum of Independent Random Variables
Probability
2020-08-05 v3
Abstract
We show that any pair of independent, non-compactly supported random variables on satisfies . We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random variables are identically distributed.
Keywords
Cite
@article{arxiv.1609.03004,
title = {Mean and Minimum of Independent Random Variables},
author = {Naomi Dvora Feldheim and Ohad Noy Feldheim},
journal= {arXiv preprint arXiv:1609.03004},
year = {2020}
}
Comments
18 pages, 3 figures