| Article ID: | iaor2003760 |
| Country: | South Korea |
| Volume: | 26 |
| Issue: | 4 |
| Start Page Number: | 39 |
| End Page Number: | 46 |
| Publication Date: | Dec 2001 |
| Journal: | Journal of the Korean ORMS Society |
| Authors: | Chae Kyung-Chul, Kim Jin D., Yang Won S. |
| Keywords: | statistics: distributions |
Maximum and minimum of random variables are frequently encountered in the stochastic modelling for various OR problems. We summarize and extend characteristics of maximum and minimum, emphasizing the case in which random variables are independent and all of them except one are distributed exponential. As an application, we derive a transform-free expression for the M/G/1 queue length distribution.