An identity on the maximum of a set of random variables

DOI10.1016/0047-259X(74)90028-1zbMath0299.60048OpenAlexW1981642564MaRDI QIDQ1215222

Peggy Tang Strait

Publication date: 1974

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(74)90028-1

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sums of independent random variables; random walks (60G50) Stochastic analysis (60H99)

Related Items (1)

An identity on order statistics of a set of random variables

Cites Work

• A Combinatorial Lemma and Its Application to Probability Theory

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