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- W347809750 abstract "Let E 1, E 2, …, E N be independent and identically distributed exponential random variables, and let (Y = vee _{i = 1}^N) and S = ∑ i = 1 N E i be their maximum and sum, respectively. We review distributional properties of the peak to sum and peak to average ratios, R = Y ∕ S and (tilde{R} = Y/(S/N)) respectively, with deterministic N, and provide an extension to the case where N is itself a random variable, independent of the {E j }. Our results include explicit formulas for the relevant density and distribution functions, which apply to any distribution of N, as well as a particular example with geometrically distributed N. An example from climatology shows modeling potential of these models." @default.
- W347809750 created "2016-06-24" @default.
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- W347809750 date "2010-09-27" @default.
- W347809750 modified "2023-09-24" @default.
- W347809750 title "The Distributions of the Peak to Average and Peak to Sum Ratios Under Exponentiality" @default.
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- W347809750 doi "https://doi.org/10.1007/978-3-7908-2628-9_9" @default.
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