On the Stability of Geometric Extremes
classification
🧮 math.PR
math.STstat.TH
keywords
geometricextremesstabilityargumentsarnoldcharacterizingclosercomes
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Possible reasons for the uniqueness of the positive geometric law in the context of stability of random extremes are explored here culminating in a conjecture characterizing the geometric law. Our reasoning comes closer in justifying the geometric law in similar contexts discussed in Arnold et al. (1986) and Marshall & Olkin (1997) and also supplement their arguments.
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