On the maximum and minimum of multivariate Pareto random variables
نویسندگان
چکیده
Abstract. Aksomaitis and Burauskaite-Harju [Information Technology and Control, 38, 2009, 301-302] studied the distribution of max(X1, X2,..., Xp) when (X1, X2,..., Xp) follows the multivariate normal distribution. Here, we study the moments of min(X1, X2,..., Xp) and max(X1, X2,..., Xp) when (X1, X2,..., Xp) follows the most commonly known multivariate Pareto distribution. Multivariate Pareto distributions are most relevant for modeling extreme values.
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ورودعنوان ژورنال:
- ITC
دوره 42 شماره
صفحات -
تاریخ انتشار 2013