کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153067 958316 2013 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Expansions for bivariate extreme value distributions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Expansions for bivariate extreme value distributions
چکیده انگلیسی

Expressions for moment properties have not been known even for the simplest of the bivariate extreme value distributions. Here, simple expansions are derived for various properties of any given bivariate extreme value distribution. Each expansion is a single infinite sum. The properties considered include product moments, conditional moments, joint moment generating function and others. Computational efficiencies of these expansions are established with respect to standard approaches for computing moment properties.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 83, Issue 3, March 2013, Pages 744–752
نویسندگان
,