Maximum stability and a generalization

Stability of the maximum of a random number N of independent identically distributed r.v.'s Xn was discussed by Voorn (1987). We consider a generalized version of this problem and study the connection between the distributions of X1 and N.

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Year of publication:	1995
Authors:	Sreehari, M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 4, p. 339-342
Publisher:	Elsevier
Keywords:	Maximum stability G-max-stable Semi-Pareto distribution geometric distribution Extreme value distributions Characterizations

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

Persistent link: https://www.econbiz.de/10005254177