Abstract
Random variables having the multiplicative almost-lack-of-memory property are introduced. An explicit representation of distributions having this property is derived and some of their properties are studied. These distributions appear to be extensions of the uniform and Pareto distributions.
Original language | American English |
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Journal | Statistics Probability Letters |
Volume | 23 |
DOIs | |
State | Published - May 1 1995 |
Keywords
- Multiplicative lack of memory
- Uniform distribution
- Pareto distribution
- Characterization theorems
- Exponential growth rate and random lifetime
Disciplines
- Mathematics