scientific article; zbMATH DE number 1098841
The authors consider the equation \(X\overset {d}= X'\overset {d}= U(X+ X')\). Usually, the random variables \(U\), \(X\), \(X'\) are assumed to be independent and \(U\) uniformly distributed in \((0,1)\) [see e.g. the authors, Stochastic Processes Appl. 45, No. 2, 209-230 (1993; Zbl 0773.60081); \textit{A. G. Pakes}, ibid. 55, No. 2, 285-300 (1995; Zbl 0817.60010); \textit{N. L. Johnson}, \textit{S. Kotz} and \textit{N. Balakrishnan}, ``Continuous univariate distributions. Vol. 1 (1994; Zbl 0811.62001)]. The authors assume \(X\) to be nonnegative [see \textit{S. Kotz} and the first author, Stat. Probab. Lett. 6, 201-203 (1988; Zbl 0633.62013)], but the condition that \(X\), \(X'\) and \(U\) are independent is relaxed to the independence of \((X,X')\) and \(U\). A special case of this situation occurs if \(X\) and \(X'\) are the spent life time (age) and the residual (or excess) life time at epoch \(0\) in a stationary, nonlattice, renewal process [see \textit{B. B. Winter}, J. Appl. Probab. 26, No. 2, 404-407 (1989; Zbl 0676.60081)]. For the entire collection see [Zbl 0869.00044].
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4369014)
