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Article
On the minimum of independent geometrically distributed random variables
Statistics and Probability Letters
  • Gianfranco Ciardo
  • Lawrence Leemis, William & Mary
  • David Nicol
Document Type
Article
Department/Program
Computational & Applied Mathematics & Statistics
Pub Date
1-1-1995
Publisher
Elsevier
Abstract

The expectations E[X(1)], E[Z(1)], and E[Y(1)] 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 E[X(1)]/E[Y(1)] 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 in their minimums.

DOI
https://doi.org/10.1016/0167-7152(94)00130-Z
Publisher Statement

This version is the accepted (post-print) version of the manuscript.

Disciplines
Citation Information
Gianfranco Ciardo, Lawrence Leemis and David Nicol. "On the minimum of independent geometrically distributed random variables" Statistics and Probability Letters Vol. 23 Iss. 4 (1995) p. 313 - 326
Available at: http://works.bepress.com/lawrence-leemis/13/