Title |
Nepriklausomų atsitiktinių dydžių k-tųjų ekstremaliųjų reikšmių konvergavimo greičio tyrimas / |
Translation of Title |
The convergence rate analysis of the k-th extremes of independent random variables. |
Authors |
Karpinaitė, Asta |
Full Text |
|
Pages |
52 |
Keywords [eng] |
covergence rate ; k-th extrem values ; distribution. |
Abstract [eng] |
In this work we research the convergence rate of k-th extreme values to limit distribution. This problem is solving in case of particular distributions such as, exponential, Pareto, uniform. The phase of this problem solving are: 1) the matching of centering and normalization constants; 2) the determination of extreme values limit distribution; 3) the determination of k-th extreme values distribution; 4) computerized analysis. |
Type |
Master thesis |
Language |
Lithuanian |
Publication date |
2008 |