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English | Contorted uniform and Pareto distributions |
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Contorted uniform and Pareto distributions (English)
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24 January 1996
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The authors introduce the notion of multiplicative almost-lack-of-memory (MALM) of a random variable. A representation theorem and a decomposition theorem for random variables having the MALM property are proved. Some properties of continuous and discrete MALM distributions are also studied.
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multiplicative almost-lack-of-memory
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representation theorem
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decomposition theorem
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MALM property
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