On the expectation of the maximum of IID geometric random variables

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.

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Bibliographic Details
Published in:Statistics & probability letters 2008-02, Vol.78 (2), p.135-143
Main Author: Eisenberg, Bennett
Format: Article
Language:English
Subjects:
Asymptotic expectation
Bioinformatics
Distribution theory
Exact sciences and technology
Exponential random variables
Fourier series
Fractional part
General topics
Geometric random variables
Geometric random variables Exponential random variables Maximum Asymptotic expectation Fractional part Fourier series Bioinformatics
Mathematics
Maximum
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
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Description
Summary: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2007.05.011