A new trivariate model for stochastic episodes

Abstract We study the joint distribution of stochastic events described by (X,Y,N), where N has a 1-inflated (or deflated) geometric distribution and X, Y are the sum and the maximum of N exponential random variables. Models with similar structure have been used in several areas of applications, inc...

Full description

Bibliographic Details
Main Authors: Francesco Zuniga, Tomasz J. Kozubowski, Anna K. Panorska
Format: Article
Language:English
Published: SpringerOpen 2021-02-01
Series:Journal of Statistical Distributions and Applications
Subjects:
Online Access:https://doi.org/10.1186/s40488-021-00114-3