English

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 NN of i.i.d.~random variables X1,X2,,XNX_1,X_2,\ldots,X_N, each distributed as a variable XX with support on [0,1][0,1]. The general scheme is first outlined, and several special cases are studied in detail. Wherever appropriate, we find estimates of the parameter θ\theta 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