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The Momenst of the Maximum of Normally Distributed Dependent Values
Kaunas Univ of Technology.
Linköping University, Department of Computer and Information Science, Statistics. Linköping University, Faculty of Arts and Sciences.
2009 (English)In: Information Technology and Control, ISSN 1392-124X, E-ISSN 2335-884X, Vol. 38, no 4, 301-302 p.Article in journal (Refereed) Published
Abstract [en]

In this paper the moments of the maximum of a finite number of random values are analyzed. The largest part of analysis is focused on extremes of dependent normal values. For the case of normal distribution, the moments of the maximum of dependent values are expressed through the moments of independent values.

Place, publisher, year, edition, pages
2009. Vol. 38, no 4, 301-302 p.
Keyword [en]
dependent random variables; extreme values; moments; normal distribution
National Category
Social Sciences
Identifiers
URN: urn:nbn:se:liu:diva-53930ISI: 000273445600005OAI: oai:DiVA.org:liu-53930DiVA: diva2:293557
Available from: 2010-02-12 Created: 2010-02-12 Last updated: 2017-12-12

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Burauskaite-Harju, Agne

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