Exact distribution of the linear combination ofpGumbel random variables

DOI10.1080/00207160701536370zbMath1143.62306OpenAlexW2171894082MaRDI QIDQ3526048

Saralees Nadarajah

Publication date: 24 September 2008

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160701536370

zbMATH Keywords

momentscomputer programGumbel distributionlinear combination of random variables

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Exact distribution theory in statistics (62E15)

Related Items (5)

On some properties of the low-dimensional Gumbel perturbations in the perturb-and-MAP model ⋮ Omnibus sequences, coupon collection, and missing word counts ⋮ On the characteristic functions for extreme value distributions ⋮ On the distribution of linear combinations of independent Gumbel random variables ⋮ A Poisson mixture model of discrete choice

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