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On a characterization of probability distribution based on maxima of independent or max-independent random variables
- Publication Year :
- 2024
-
Abstract
- Kotlarski (1978) proved a result on identification of the distributions of independent random variables $X,Y$ and $Z$ from the joint distribution of the bivariate random vector $(U,V)$ where $(U,V)= (\max(X,Z),\max(Y,Z)).$ We extend this result to the case $(U,V)=(\max(X,aZ_1,bZ_2),\max(Y,cZ_1,dZ_2))$ where $X,Y,Z_1,Z_2$ are independent or max-independent random variables, $Z_1$ and $Z_2$ are identically distributed and $a,b,c,d$ are known positive constants.
- Subjects :
- Mathematics - Probability
62E10
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2407.10111
- Document Type :
- Working Paper