Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: geometric measure representation

Sortuj według:

Ogranicz wyniki do:

Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}

100%

Müller K., Richter W.-D.

Dependence Modeling

2016

tom 4

nr 1

Integral representations of the exact distributions of order statistics are derived in a geometric way when three or four random variables depend on each other as the components of continuous ln,psymmetrically distributed random vectors do, n ∈ {3,4}, p > 0. Once the representations are implemented in a computer program, it is easy to change the density generator of the ln,p-symmetric distribution with another one for newly evaluating the distribution of interest. For two groups of stock exchange index residuals, maximum distributions are compared under dependence and independence modeling.

Ograniczanie wyników

1 Dependence Modeling

1 Müller K.

1 Richter W.-D.

1 2016

Wyniki wyszukiwania

Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}