Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Minimum of i.i.d ~gamma random variables

  1. Feb 8, 2008 #1

    Another question...

    I know that the minimum of n i.i.d [tex]\lambda[/tex]-exponentially distributed random variables is again exponentially distributed (with parameter [tex]n\lambda[/tex]). Is something similar true for [tex]\Gamma(k,\theta)[/tex] ....? that is, is the minimum of n i.i.d Gamma distributed random variables again Gamma distributed... or is it some other well known distribution?

    I also know about the extreme-value theorem which might be of use if I were only interested in large n (which is actually the case) but an explicit distribution seems always better to me.

    Thanks for any answers

  2. jcsd
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you offer guidance or do you also need help?
Draft saved Draft deleted