An overlooked Lomax-exponential connection

Zhixin Lun and Ravindra Khattree

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 1, 26-28

Abstract: We make an observation that the distribution of a Lomax random variable multiplied by its shape parameter approaches an exponential distribution as the shape parameter approaches infinity. The result trivially generalizes for the multivariate Lomax distribution as well.

Date: 2022
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DOI: 10.1080/03610926.2020.1734836

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