| Title | Gama skirstinių sandaugos uodegos elgesys / |
|---|---|
| Translation of Title | Tail behaviour of the product of gamma distributions. |
| Authors | Kamarauskas, Ričardas |
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| Pages | 16 |
| Abstract [eng] | Let $\xi_{1}, \xi_{2}, \ldots, \xi_{n}$ be a sequence of independent identically distributed random variables and let $\Pi_{n}:=\prod_{k=1}^{n} \xi_{k}$ be the product of the variables. Also, we assume that all random variables are gamma-distributed. This paper considers the asymptotic behaviour for the probability $P(\Pi_n>x)$. We will prove 2 theorems for the asymptotic formula of product of distributions. All theorems are proved by the mathematical induction method. |
| Dissertation Institution | Vilniaus universitetas. |
| Type | Master thesis |
| Language | Lithuanian |
| Publication date | 2023 |