A Note on Maximum and Minimum Stability of Certain Distributions
Probability
2007-06-13 v1 Statistics Theory
Statistics Theory
Abstract
In the context of stability of the extremes of a random variable X with respect to a positive integer valued random variable N we discuss the cases (i) X is exponential (ii) non-geometric laws for N (iii) identifying N for the stability of a given X and (iv) extending the notion to a discrete random variable X.
Cite
@article{arxiv.math/0305059,
title = {A Note on Maximum and Minimum Stability of Certain Distributions},
author = {S. Satheesh and N. U. Nair},
journal= {arXiv preprint arXiv:math/0305059},
year = {2007}
}
Comments
4 pages, presented at the National Seminar on Probability Models and Applied Statistics, University of Calicut, February-2000