Publications
Sort:
Open Access Research Article Issue
Minimum of heavy-tailed random variables is not heavy tailed
AIMS Mathematics 2023, 8(6): 13066-13072
Published: 15 June 2023
Abstract PDF (216 KB) Collect
Downloads:1

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.

Total 1