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On the minimum of independent geometrically distributed random variablesThe expectations E(X(sub 1)), E(Z(sub 1)), and E(Y(sub 1)) of the minimum of n independent geometric, modifies geometric, or exponential random variables with matching expectations differ. We show how this is accounted for by stochastic variability and how E(X(sub 1))/E(Y(sub 1)) equals the expected number of ties at the minimum for the geometric random variables. We then introduce the 'shifted geometric distribution' and show that there is a unique value of the shift for which the individual shifted geometric and exponential random variables match expectations both individually and in the minimums.
Document ID
19940028569
Acquisition Source
Legacy CDMS
Document Type
Contractor Report (CR)
Authors
Ciardo, Gianfranco (College of William and Mary Williamsburg, VA., United States)
Leemis, Lawrence M. (College of William and Mary Williamsburg, VA., United States)
Nicol, David (College of William and Mary Williamsburg, VA., United States)
Date Acquired
September 6, 2013
Publication Date
March 1, 1994
Subject Category
Computer Programming And Software
Report/Patent Number
NASA-CR-194883
AD-A279629
ICASE-94-12
NAS 1.26:194883
Report Number: NASA-CR-194883
Report Number: AD-A279629
Report Number: ICASE-94-12
Report Number: NAS 1.26:194883
Accession Number
94N33075
Funding Number(s)
PROJECT: RTOP 505-90-52-01
CONTRACT_GRANT: NAS1-19480
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.

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