Identification of parameters from the distribution of the maximum or minimum of Poisson random variables

被引:0
|
作者
Kim, Bara [1 ]
Kim, Jeongsim [2 ]
机构
[1] Korea Univ, Dept Math, 145 Anam Ro, Seoul 02841, South Korea
[2] Chungbuk Natl Univ, Dept Math Educ, 1 Chungdae Ro, Cheongju 28644, Chungbuk, South Korea
基金
新加坡国家研究基金会;
关键词
Poisson distributions; Identification of parameters; Distribution of maximum; Distribution of minimum; COMPETING RISKS; IDENTIFIABILITY;
D O I
10.1016/j.spl.2021.109243
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
Bi and Mukherjea (2011) considered the following problem: If X-1, ..., X-n are indepen- dent Poisson distributed random variables with parameters lambda(1), ..., lambda(n), respectively, then does the distribution of max{X-1, ..., X-n} or of min{X-1 , ..., X-n} uniquely determine the parameters? They proved that the distribution of max{X-1, X-2, X-3} uniquely determines lambda(1), lambda(2) and lambda(3). In this paper, we prove the identifiability problem of parameters from the distribution of max{X-1, ..., X-n} or of min{X-1 , ..., X-n} for any value of n. (C) 2021 Elsevier B.V. All rights reserved.
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页数:6
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