On the expectation of the maximum of IID geometric random variables

被引：56

作者：

Eisenberg, Bennett ^{[1
]}

机构：

[1] Lehigh Univ, Dept Math 14, Bethlehem, PA 18015 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 02期

关键词：

geometric random variables; exponential random variables; maximum; asymptotic expectation; fractional part; Fourier series; bioinformatics;

D O I：

10.1016/j.spl.2007.05.011

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A study of the expected value of the maximum of independent, identically distributed (IID) geometric random variables is presented based on the Fourier analysis of the distribution of the fractional part of the maximum of corresponding IID exponential random variables. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：135 / 143

页数：9

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