By constructing an appropriate example, we show that the class of heavy-tailed distributions is not closed under minimum. We provide two independent heavy-tailed random variables, such that their minimum is not heavy tailed. In addition, we establish a few properties of the distributions considered in the example.
Publications
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Article type
Year
Open Access
Research Article
Issue
AIMS Mathematics 2023, 8(6): 13066-13072
Published: 15 June 2023
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