On the Stability of Geometric Extremes

Details On the Stability of Geometric Extremes On the Stability of Geometric Extremes

2003-05-04

arxiv.org/abs/math/0305060v2

Journal of the Indian Statistical Association, Vol.42, 1, 2004, 99 - 109

Mathematics

Probability

11 pages, in the published journal format, presented at the International Conference on Order Statistics and Extreme Values: T

Scientific paper

Possible reasons for the uniqueness of the positive geometric law in the
context of stability of random extremes are explored here culminating in a
conjecture characterizing the geometric law. Our reasoning comes closer in
justifying the geometric law in similar contexts discussed in Arnold et al.
(1986) and Marshall & Olkin (1997) and also supplement their arguments.

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