Loading...
Please wait, while we are loading the content...
On the minimum of independent geometrically distributed random variables
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Leemis, Lawrence M. Nicol, David Ciardo, Gianfranco |
| Copyright Year | 1994 |
| Description | The expectations E(X(sub 1)), E(Z(sub 1)), and E(Y(sub 1)) of the minimum of n independent geometric, modifies geometric, or exponential random variables with matching expectations differ. We show how this is accounted for by stochastic variability and how E(X(sub 1))/E(Y(sub 1)) equals the expected number of ties at the minimum for the geometric random variables. We then introduce the 'shifted geometric distribution' and show that there is a unique value of the shift for which the individual shifted geometric and exponential random variables match expectations both individually and in the minimums. |
| File Size | 687728 |
| Page Count | 22 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19940028569 |
| Archival Resource Key | ark:/13960/t9n34s749 |
| Language | English |
| Publisher Date | 1994-03-01 |
| Access Restriction | Open |
| Subject Keyword | Computer Programming And Software Mean Variability Stochastic Processes Independent Variables Statistical Distributions Minima Random Variables Distribution Functions Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
