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 and from the joint distribution of the bivariate random vector where We extend this result to the case where are independent or max-independent random variables, and are identically distributed and 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}
}