Characterization of the logistic and loglogistic distributions by extreme value related stability with random sample size

Maximum stability of a distribution with respect to a positive integer random variable N is defined by the property that the type of distribution is not changed when considering the maximum value of N independent observations. The logistic distribution is proved to be the only symmetric distribution...

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Veröffentlicht in:Journal of applied probability 1987-12, Vol.24 (4), p.838-851
1. Verfasser: Voorn, W. J.
Format: Artikel
Sprache:eng
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Zusammenfassung:Maximum stability of a distribution with respect to a positive integer random variable N is defined by the property that the type of distribution is not changed when considering the maximum value of N independent observations. The logistic distribution is proved to be the only symmetric distribution which is maximum stable with respect to each member of a sequence of positive integer random variables assuming value 1 with probability tending to 1. If a distribution is maximum stable with respect to such a sequence and minimum stable with respect to another, then it must be logistic, loglogistic or ‘backward' loglogistic. The only possible sample size distributions in these cases are geometric.
ISSN:0021-9002
1475-6072
DOI:10.2307/3214209