Recurrence relations for the joint distribution of the sum and maximum of independent random variables
In this paper, the joint distribution of the sum and maximum of independent, not necessarily identically distributed, nonnegative random variables is studied for two cases: (i) continuous and (ii) discrete random variables. First, a recursive formula of the joint cumulative distribution function (CD...
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| Veröffentlicht in: | Journal of applied analysis 2024-08 |
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| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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