Bounds for distribution functions of sums of squares and radial errors

Bounds are found for the distribution function of the sum of squares X2+Y2 where X and Y are arbitrary continuous random variables. The techniques employed, which utilize copulas and their properties, show that the bounds are pointwise best-possible when X and Y are symmetric about 0 and yield expre...

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Bibliographic Details
Main Authors: Roger B. Nelsen, Berthold Schweizer
Format: Article
Language:English
Published: Wiley 1991-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S0161171291000765
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