The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables

DOI10.1080/03610926.2010.529524zbMath1246.60025OpenAlexW2010867288MaRDI QIDQ2903840

Fares Qeadan, Tomasz J. Kozubowski, Anna K. Panorska

Publication date: 2 August 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.529524

zbMATH Keywords

maximum likelihood estimationstochastic representationinfinite divisibilitygeometric distributiongeneralized exponential distributionprecipitationbivariate distributionpeak to average ratio

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Exact distribution theory in statistics (62E15) Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05)

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