| Title |
Didžiausių narių imtyje santykio pasiskirstymas ir momentų savybės |
| Translation of Title |
Distribution and moment characteristics of a quotient of heavy-tailed random variables. |
| Authors |
Gadeikis, Kęstutis |
| DOI |
10.15388/LMR.2006.30724 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys. 2006, t. 46, spec. nr, p. 263-266.. ISSN 0132-2818 |
| Abstract [eng] |
Let us deal with positive i.i.d. random variables X1.....Xm having a tail index α. Calculating a quotient of two biggest members in the set, we obtain a new random variable and investigate its distribution and moment properties. The method itself was proposed by prof. V. Paulauskas and co-authors. |
| Type |
Journal article |
| Language |
Lithuanian |
| Publication date |
2006 |
| CC license |
|
