English

On a characterization of probability distribution based on maxima of independent or max-independent random variables

Probability 2024-07-16 v1

Abstract

Kotlarski (1978) proved a result on identification of the distributions of independent random variables X,YX,Y and ZZ from the joint distribution of the bivariate random vector (U,V)(U,V) where (U,V)=(max(X,Z),max(Y,Z)).(U,V)= (\max(X,Z),\max(Y,Z)). We extend this result to the case (U,V)=(max(X,aZ1,bZ2),max(Y,cZ1,dZ2))(U,V)=(\max(X,aZ_1,bZ_2),\max(Y,cZ_1,dZ_2)) where X,Y,Z1,Z2X,Y,Z_1,Z_2 are independent or max-independent random variables, Z1Z_1 and Z2Z_2 are identically distributed and a,b,c,da,b,c,d are known positive constants.

Keywords

Cite

@article{arxiv.2407.10111,
  title  = {On a characterization of probability distribution based on maxima of independent or max-independent random variables},
  author = {B. L. S. Prakasa Rao},
  journal= {arXiv preprint arXiv:2407.10111},
  year   = {2024}
}