摘要:We study a new family of random variables that each arise as the distribution of the maximum or minimum of a random number N of i.i.d. random variables X1, X2,…, XN, each distributed as a variable X with support on [0, 1]. The general scheme is first outlined, and several special cases are studied in detail. Wherever appropriate, we find estimates of the parameter θ in the one-parameter family in question.
关键词:Maximum and Minimum;Random Number of i.i.d. Variables;Statistical Inference