On the expectation of the maximum of IID geometric random variables

Bennett Eisenberg

Statistics & Probability Letters, 2008, vol. 78, issue 2, 135-143

Abstract: 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.

Keywords: Geometric; random; variables; Exponential; random; variables; Maximum; Asymptotic; expectation; Fractional; part; Fourier; series; Bioinformatics (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (3)

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