The memoryless property and moments of the Gumbel distribution

DOI10.1007/S42519-022-00296-2zbMath1501.60014OpenAlexW4303453381MaRDI QIDQ2096403

James E. Marengo, David L. Farnsworth

Publication date: 16 November 2022

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-022-00296-2

zbMATH Keywords

exponential distributionmomentGumbel distributionmemoryless propertylargest order statisticprobabilistic proof

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Probability distributions: general theory (60E05)

Uses Software

• DLMF
• OEIS

Cites Work

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• A Probabilistic Proof of a Binomial Identity
• Absorption time and tree length of the Kingman coalescent and the Gumbel distribution
• Consequences of the Memoryless Property for Random Variables
• The Psi Function
• On Probabilistic Proofs of Certain Binomial Identities
• Extreme Value Theory and Statistics of Univariate Extremes: A Review

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