Centers of Probability Measures Without the Mean

18 Pages Posted: 7 Apr 2017 Last revised: 9 Aug 2017

See all articles by Giovanni Puccetti

Giovanni Puccetti

University of Milan - Department of Economics, Management and Quantitative Methods (DEMM)

Pietro Rigo

University of Pavia

Bin Wang

Beijing University of Technology

Ruodu Wang

University of Waterloo - Department of Statistics and Actuarial Science

Date Written: August 8, 2017

Abstract

We investigate the set of centers of completely and jointly mixable distributions. In addition to several results, we show that, for each n ≥ 2, there exist n standard Cauchy random variables adding up to a constant C if and only if |C| ≤ n*log(n − 1)/π.

Keywords: Cauchy distribution, Complete mixability, Joint mixability, Multivariate dependence

Suggested Citation

Puccetti, Giovanni and Rigo, Pietro and Wang, Bin and Wang, Ruodu, Centers of Probability Measures Without the Mean (August 8, 2017). Available at SSRN: https://ssrn.com/abstract=2948242 or http://dx.doi.org/10.2139/ssrn.2948242

Giovanni Puccetti

University of Milan - Department of Economics, Management and Quantitative Methods (DEMM) ( email )

Via Conservatorio, 7
Milan, 20122
Italy

Pietro Rigo (Contact Author)

University of Pavia ( email )

Corso Strada Nuova, 65
27100 Pavia, 27100
Italy

Bin Wang

Beijing University of Technology ( email )

100 Ping Le Yuan
Chaoyang District
Beijing, Beijing 100020
China

Ruodu Wang

University of Waterloo - Department of Statistics and Actuarial Science ( email )

Waterloo, Ontario N2L 3G1
Canada

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