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Year 1987, Volume: 36 , 0 - 0, 01.01.1987

William F. Eddy

https://doi.org/10.1501/Commua1_0000000537

Abstract

References

  • Ankara Üniversitesi – Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Dergisi

Univarite Maximum Self –Decomposable Distributions

Year 1987, Volume: 36 , 0 - 0, 01.01.1987

William F. Eddy

https://doi.org/10.1501/Commua1_0000000537

Abstract

A random variable X is said to be self-decomposable (benceforth, SD) if it satisfies tbe fol- lowing eguivalence relation in distribution
X = (a*X') o (Xa)
for alı positive a in some öpen interval. The operation * is either multiplication or addition and tbe distribution of the co-random variable Xa depends on tbe constant In this paper we study SD random variables where the operation o defined to be maximunî. Some properties of such random variables are given and a representation theorem is stated for discrete and continuous random variables for the univariate case.

Keywords

self - decomposable max-stable distributions extreme vaiues

References

  • Ankara Üniversitesi – Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Dergisi
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Details

Primary Language English
Subjects Mathematical Sciences
Journal Section Research Articles
Authors

William F. Eddy This is me

Publication Date January 1, 1987
Submission Date January 1, 1987
Published in Issue Year 1987 Volume: 36

Cite

APA Eddy, W. F. (1987). Univarite Maximum Self –Decomposable Distributions. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, 36. https://doi.org/10.1501/Commua1_0000000537
AMA Eddy WF. Univarite Maximum Self –Decomposable Distributions. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. January 1987;36. doi:10.1501/Commua1_0000000537
Chicago Eddy, William F. “Univarite Maximum Self –Decomposable Distributions”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 36, January (January 1987). https://doi.org/10.1501/Commua1_0000000537.
EndNote Eddy WF (January 1, 1987) Univarite Maximum Self –Decomposable Distributions. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 36
IEEE W. F. Eddy, “Univarite Maximum Self –Decomposable Distributions”, Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat., vol. 36, 1987, doi: 10.1501/Commua1_0000000537.
ISNAD Eddy, William F. “Univarite Maximum Self –Decomposable Distributions”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics 36 (January 1987). https://doi.org/10.1501/Commua1_0000000537.
JAMA Eddy WF. Univarite Maximum Self –Decomposable Distributions. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 1987;36. doi:10.1501/Commua1_0000000537.
MLA Eddy, William F. “Univarite Maximum Self –Decomposable Distributions”. Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics, vol. 36, 1987, doi:10.1501/Commua1_0000000537.
Vancouver Eddy WF. Univarite Maximum Self –Decomposable Distributions. Commun. Fac. Sci. Univ. Ank. Ser. A1 Math. Stat. 1987;36.

Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics.

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