The memoryless property and moments of the Gumbel distribution

DOI10.1007/S42519-022-00296-2MaRDI QIDQ2096403zbMATH OpenOpenAlexFDO

Authors 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 distributionGumbel distributionlargest order statisticmemoryless propertymomentprobabilistic proof

Mathematics Subject Classification ID

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

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Cites work

• 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
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 1746421 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• Introduction to probability models
• NIST handbook of mathematical functions
• On Probabilistic Proofs of Certain Binomial Identities
• The Psi Function

Cited in

(2)

• On Generating Distributions with the Memoryless Property
• Asymptotics of the moments of extreme-value related distribution functions

Describes a project that uses

Uses Software

• OEIS
• DLMF

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