The joint distribution of the sum and the maximum of IID exponential random variables

Fares Qeadan, Tomasz J. Kozubowski, Anna K. Panorska

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)544-569
Number of pages26
JournalCommunications in Statistics - Theory and Methods
Volume41
Issue number3
DOIs
StatePublished - 2012
Externally publishedYes

ASJC Scopus Subject Areas

  • Statistics and Probability

Keywords

  • Bivariate distribution
  • Generalized exponential distribution
  • Geometric distribution
  • Infinite divisibility
  • Maximum likelihood estimation
  • Peak to average ratio
  • Precipitation
  • Stochastic representation

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