Statistics – Methodology
Scientific paper
2012-04-07
Statistics
Methodology
5 pages
Scientific paper
A random variable Z will be called self-inverse if it has the same distribution as its reciprocal Z^{-1}. It is shown that if Z is defined as a ratio, X/Y, of two rv's X and Y (with Pr[X=0]=Pr[Y=0]=0), then Z is self-inverse iff X and Y are (or can be chosen to be) exchangeable. That is, Z is self-inverse iff there exist exchangeable random variables X and Y so that Z=X/Y. In general it may not be possible for the rv's X and Y, in the ratio representation of Z, to be chosen iid.
Cacoullos Theophilos
Papadatos Nickos
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