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Results tagged with gamma-function
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user 979
used only for functions based on gamma, not functions with some obscure relation to gamma
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Monotone coupling between "two-sided Gumbel" distributions
I am interested in finding a monotone coupling between two random variables. Let $\alpha_1>\alpha_2$, $b<a$. Define the following two (non-normalized) densities on the whole real line:
\begin{align*}
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