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math.ST2019
A hypothesis-testing perspective on the G-normal distribution theory
Shige Peng, Quan Zhou
The G-normal distribution was introduced by Peng [2007] as the limiting distribution in the central limit theorem for sublinear expectation spaces. Equivalently, it can be interpre…
math.ST2019★ 2 cited
Yule's "nonsense correlation" solved: Part II
Philip A. Ernst, L. C. G. Rogers, Quan Zhou
In 1926, G. Udny Yule considered the following: given a sequence of pairs of random variables (), and letting and where $S…