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arxiv: math/0305060 · v2 · submitted 2003-05-04 · 🧮 math.PR · math.ST· stat.TH

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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