EXTREMES OF A BIVARIATE PARETO DISTRIBUTION

被引：0

作者：

Hakamipour, Nooshin ^{[1
]}

Mohammadpour, Adel ^{[1
]}

Nadarajah, Saralees ^{[2
]}

机构：

[1] Amir Kabir Univ Technol, Tehran Polytechn, Dept Stat, Fac Math & Comp Sci, Tehran 15914, Iran

[2] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England

来源：

INFORMATION TECHNOLOGY AND CONTROL | 2011年 / 40卷 / 01期

关键词：

Bivariate Pareto distributions; extremes; moments; MODEL;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Distributional properties of min(X, Y) and max(X, Y) are studied when (X, Y) has a bivariate Pareto distribution. Extensions are given to the multivariate case.

引用

页码：83 / 87

页数：5

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