| Abstract [eng] |
In practice we often have to calculate extreme values of a sequence of random variables. Extreme values are mathematical models of objects in many technical and economical sciences. In this master’s work, maximums moments convergence of Pareto random variables is analyzed. Results are presented in two cases, when sample size n is fixed, and when it is accidental - N and is distributed geometrically. We calculate maximums moments for Pareto distribution, when x is more than or equal to zero, and when x is less than or equal to zero. We use limited theorems for maximums moments when the sample size n is large and find the estimates of convergence rate for Pareto random variables. When the sample size N is geometric random number, Pareto random variables is geometric max-stables. From the geometric max-stable follows, that obtained maximums moments are accurate. Computation was developed using MatLab. |
