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arxiv: math/0305059 · v1 · submitted 2003-05-04 · 🧮 math.PR · math.ST· stat.TH

A Note on Maximum and Minimum Stability of Certain Distributions

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In the context of stability of the extremes of a random variable X with respect to a positive integer valued random variable N we discuss the cases (i) X is exponential (ii) non-geometric laws for N (iii) identifying N for the stability of a given X and (iv) extending the notion to a discrete random variable X.

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