| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154387 | Statistics & Probability Letters | 2009 | 4 Pages |
Abstract
Let X,Y be independent random variables with subexponential distributions. In this note we show that min(X,Y) has a subexponential distribution, but this is not necessarily true for max(X,Y). We also show that Xa has a subexponential distribution when a>1.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jaap Geluk,