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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1984 Volume 136, Pages 162–164 (Mi znsl4780)

This article is cited in 1 paper

Representation of order statistics based on exponential variables with different scale parameters

V. B. Nevzorov


Abstract: Let $X_k(1\leqslant k\leqslant n)$ be independent random variables with distribution functions $F_k(x)=\max\{0,1-e^{-\lambda_kx}\}$, $(\lambda_k>0)$ and $X_{k,n}(1\leqslant k\leqslant n)$ be corresponding order statistics. Somre representations via mixtures of sums of independent exponential variables are obtained for $X_{nk}$ and their linear combinations.

UDC: 519.281



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