Distribution and numerical characteristics of the extreme value functions of random variables
The distribution of extreme value functions and numerical characteristics of two-dimensional random variables that follow geometric and exponential distributions are discussed.In addition to having memoryless characteristics,the extreme value functions of random variables that follow geometric and exponential distributions also has similar distribution structures.The calculation formulas for the expectation and variance of the extreme value function of two-dimensional random variables were given,this formula are compared with definition of covariance.
geometric distributionexponential distributionnon-memory propertyextreme value functionsnumerical characteristic