arXiv · 1308.2729
Size bias for one and all
Abstract
Size bias occurs famously in waiting-time paradoxes, undesirably in sampling schemes, and unexpectedly in connection with Stein's method, tightness, analysis of the lognormal distribution, Skorohod embedding, infinite divisibility, and number theory. In this paper we review the basics and survey some of these unexpected connections.
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Richard Arratia, Larry Goldstein, Fred Kochman. 2013-08-13. Size bias for one and all. https://arxiv.org/abs/1308.2729
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