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

Bara Kim, Jeongsim Kim

Research output: Contribution to journalArticlepeer-review

Abstract

Bi and Mukherjea (2011) considered the following problem: If X1,…,Xn are independent Poisson distributed random variables with parameters λ1,…,λn, respectively, then does the distribution of max{X1,…,Xn} or of min{X1,…,Xn} uniquely determine the parameters? They proved that the distribution of max{X1,X2,X3} uniquely determines λ12 and λ3. In this paper, we prove the identifiability problem of parameters from the distribution of max{X1,…,Xn} or of min{X1,…,Xn} for any value of n.

Original languageEnglish
Article number109243
JournalStatistics and Probability Letters
Volume180
DOIs
Publication statusPublished - 2022 Jan

Keywords

  • Distribution of maximum
  • Distribution of minimum
  • Identification of parameters
  • Poisson distributions

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint

Dive into the research topics of 'Identification of parameters from the distribution of the maximum or minimum of Poisson random variables'. Together they form a unique fingerprint.

Cite this