The components of maximum

DOI10.1007/BF01095606MaRDI QIDQ810993zbMATH OpenOpenAlexFDO

Authors Alexander N. Titov

Publication date 1989

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01095606

zbMATH Keywords

max-component

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Review text

Denote \(X=\max \{X_ 1,X_ 2\}\) where \(X_ 1\) and \(X_ 2\) are independent random variables. The distribution functions \(F_ 1\) of \(X_ 1\) and \(F_ 2\) of \(X_ 2\) are called the max-component of the distribution function F of X. The main result of the paper is the following Theorem. For the distribution function \(F_ 1\) to be a max-component of the distribution function F it is necessary and sufficient that \[ F_ 1(x+\ell)F(x)\leq F(x+\ell)F_ 1(x),\quad x\in R,\quad \ell \geq 0, \] and, if lext F\(=-\infty\), that \[ \lim_{x\to -\infty}F(x)/F_ 1(x)=0. \] There are given criteria when an absolutely continuous (purely discrete, purely singular) distribution function has the max-components with the same property. - There are a few misprints in the paper.

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