| Title |
Konvergavimo greičių įverčiai maksimumų perkėlimo teoremoje / |
| Translation of Title |
The estimations of the rate of convergence in the transfer theorem for max – scheme. |
| Authors |
Pinkevičiūtė, Laura |
| Full Text |
|
| Pages |
94 |
| Keywords [eng] |
Pareto distributions ; transfer theorem ; rate of convergence |
| Abstract [eng] |
Asymptotics of maxima of independent and identically distributed random variables (i. i. d.) is presented in the paper. We will research the cases when the distributions are max – stable, distributions are generalized Pareto and the size of set of independent random variables is random. The non – uniform and uniform estimates of the rate of convergence for transfer theorem are obtained in this scheme. These estimations improve the result given in A. Aksomaitis (1999) and Gnedenko (1982). |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2007 |
