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 |
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