| Title |
The moments of the maximum of normally distributed dependent values |
| Another Title |
Normaliai pasiskirsčiusių priklausomų atsitiktinių dydžių momentai. |
| Authors |
Aksomaitis, Algimantas ; Burauskaitė - Harju, Agnė |
| Full Text |
|
| Is Part of |
Informacinės technologijos ir valdymas = Information technology and control.. Kaunas : Technologija. 2009, T. 38, nr. 4, p. 301-302.. ISSN 1392-124X. eISSN 2335-884X |
| Keywords [eng] |
Dependent random variables ; Extreme values ; Moments ; Normal distribution |
| Abstract [eng] |
In this paper the moments of the maximum of a finite number of random values are analyzed. The largest part of analysis is focused on extremes of dependent normal values. For the case of normal distribution, the moments of the maximum of dependent values are expressed through the moments of independent values. |
| Published |
Kaunas : Technologija |
| Type |
Journal article |
| Language |
English |
| Publication date |
2009 |
| CC license |
|
