Distribution of the Maximum and Minimum of a Random Number of Bounded Random Variables
Statistics Theory
2014-03-07 v1 Statistics Theory
Abstract
We study a new family of random variables, that each arise as the distribution of the maximum or minimum of a random number of i.i.d.~random variables , each distributed as a variable with support on . The general scheme is first outlined, and several special cases are studied in detail. Wherever appropriate, we find estimates of the parameter in the one-parameter family in question.
Keywords
Cite
@article{arxiv.1403.1302,
title = {Distribution of the Maximum and Minimum of a Random Number of Bounded Random Variables},
author = {Jie Hao and Anant Godbole},
journal= {arXiv preprint arXiv:1403.1302},
year = {2014}
}
Comments
17 pages, 4 figures