Contorted uniform and Pareto distributions

Random variables having the multiplicative almost-lack-of-memory property are introduced. An explicit representation of distributions having this property is derived and some of their properties are studied. These distributions appear to be extensions of the uniform and Pareto distributions.

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Year of publication:	1995
Authors:	Dimitrov, Boyan ; von Collani, Elart
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 2, p. 157-164
Publisher:	Elsevier
Keywords:	Multiplicative lack of memory Uniform distribution Pareto distribution Characterization theorems Exponential growth rate and random lifetime

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254383