Accession Number:

ADA279629

Title:

On the Minimum of Independent Geometrically Distributed Random Variables

Descriptive Note:

Contractor rept.

Corporate Author:

INSTITUTE FOR COMPUTER APPLICATIONS IN SCIENCE AND ENGINEERING HAMPTON VA

Report Date:

1994-03-01

Pagination or Media Count:

18.0

Abstract:

The expectations EX1, EZ1, and EY1 of the minimum of n independent geometric, modified geometric, or exponential random variables with matching expectations differ. We show how this is accounted for by stochastic variability and how EX1EY1 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 iii their minimums. Geometric distribution, Exponential distribution, Stochastic ordering, Order statistics

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE