Univarite Maximum Self –Decomposable Distributions

A random variable X is said to be self-decomposable (benceforth, SD) if it satisfies tbe fol- lowing eguivalence relation in distribution X = (a*X') o (Xa) for alı positive a in some öpen interval. The operation * is either multiplication or addition and tbe distribution of the co-random variable Xa depends on tbe constant In this paper we study SD random variables where the operation o defined to be maximunî. Some properties of such random variables are given and a representation theorem is stated for discrete and continuous random variables for the univariate case.

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  • Ankara Üniversitesi – Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Dergisi