Exact distribution of the linear combination ofpGumbel random variables

DOI10.1080/00207160701536370MaRDI QIDQ3526048zbMATH OpenOpenAlexFDO

Authors 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

computer programGumbel distributionlinear combination of random variablesmoments

Mathematics Subject Classification ID

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

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Cites work

• A convergence theorem for random linear combinations of independent normal random variables
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• An inequality for the weighted sums of pairwise i. i. d. generalized Rayleigh random variables
• Bayesian analysis of the difference of two proportions
• Distribution and moments of the weighted sum of uniforms random variables, with applications in reducing monte carlo simulations
• Distribution of linear combination of exponential variates
• scientific article; zbMATH DE number 3979513 (Why is no real title available?)
• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• Linear combination of Gumbel random variables
• On sums of independent gamma eandom yariames
• Some two Sample Tests
• Sums of Uniformly Distributed Variables: A Combinatorial Approach
• The distribution of the sum of independent gamma random variables
• Topologies of social interactions

Cited in

(9)

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

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