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Showing 1 to 1 of 1 for “"Lomax/Pareto Type II Distribution"”.
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The joint distribution of the maximum and duration of stochastic events driven by Pareto II observations
We study the joint distribution of X and N, where N has the geometric distribution and X is the maximum of the N independent and identically distributed Pareto II (Lomax) observations. The bivariate distribution is referred to as the geometric Marshall-Olkin Lomax distribution (GMOL). A related …