The joint distribution of the sum and the maximum of heterogeneous exponential random variables

DOI10.1016/j.spl.2018.03.013zbMath1392.60017OpenAlexW2802356453WikidataQ115566843 ScholiaQ115566843MaRDI QIDQ1642422

Tomasz J. Kozubowski, Anna K. Panorska, Marek Arendarczyk

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.03.013

zbMATH Keywords

order statisticsdistribution theoryextremeshypoexponential distributiongeneralized Erlang distributionpeak-to-average ratio

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Related Items (2)

The joint distribution of the sum and maximum of dependent Pareto risks ⋮ A modified version of stochastic dominance involving dependence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach
• Second order regular variation and conditional tail expectation of multiple risks
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• The joint distribution of the sum and maximum of dependent Pareto risks
• Stochastic orders for spacings of heterogeneous exponential random variables
• A new multivariate model involving geometric sums and maxima of exponentials
• The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables
• Multivariate Lomax distribution: properties and usefulness in reliability theory

This page was built for publication: The joint distribution of the sum and the maximum of heterogeneous exponential random variables