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

DOI10.1080/03610926.2010.529524zbMath1246.60025MaRDI 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 estimation; stochastic representation; infinite divisibility; geometric distribution; generalized exponential distribution; precipitation; bivariate distribution; peak to average ratio

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

62E15: Exact distribution theory in statistics

60G50: Sums of independent random variables; random walks

60E05: Probability distributions: general theory

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