A mean of dependent normal variables maximum
A mean value of normal sequence maximum is analyzed. In a case of standard normal variables, for n ≤ 5 (n – a length of sequence), there are formulas to express every order moments of extremes using elementary functions. For longer sequences it is not possible. Also there are analogous formulas for...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2004-12-01
|
| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/31631 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832593182492196864 |
|---|---|
| author | Agnė Burauskaitė Algimantas Aksomaitis |
| author_facet | Agnė Burauskaitė Algimantas Aksomaitis |
| author_sort | Agnė Burauskaitė |
| collection | DOAJ |
| description |
A mean value of normal sequence maximum is analyzed. In a case of standard normal variables, for n ≤ 5 (n – a length of sequence), there are formulas to express every order moments of extremes using elementary functions. For longer sequences it is not possible. Also there are analogous formulas for a mean value of two and three dependent normal variables [1]. In this work we study a relation between mean values of dependent and independent variables maxima. It is shown that there is a possibility to calculate a mean value of dependent normal variables maximum using the result of independent case. To test the relation we use computer simulation.
|
| format | Article |
| id | doaj-art-3cb2a02814d04572af8d8f971ff1a534 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2004-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-3cb2a02814d04572af8d8f971ff1a5342025-01-20T18:17:12ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2004-12-0144spec.10.15388/LMR.2004.31631A mean of dependent normal variables maximumAgnė Burauskaitė0 Algimantas Aksomaitis1Kaunas University of TechnologyKaunas University of Technology A mean value of normal sequence maximum is analyzed. In a case of standard normal variables, for n ≤ 5 (n – a length of sequence), there are formulas to express every order moments of extremes using elementary functions. For longer sequences it is not possible. Also there are analogous formulas for a mean value of two and three dependent normal variables [1]. In this work we study a relation between mean values of dependent and independent variables maxima. It is shown that there is a possibility to calculate a mean value of dependent normal variables maximum using the result of independent case. To test the relation we use computer simulation. https://www.journals.vu.lt/LMR/article/view/31631extreme valuemean maximumnormal sequence |
| spellingShingle | Agnė Burauskaitė Algimantas Aksomaitis A mean of dependent normal variables maximum Lietuvos Matematikos Rinkinys extreme value mean maximum normal sequence |
| title | A mean of dependent normal variables maximum |
| title_full | A mean of dependent normal variables maximum |
| title_fullStr | A mean of dependent normal variables maximum |
| title_full_unstemmed | A mean of dependent normal variables maximum |
| title_short | A mean of dependent normal variables maximum |
| title_sort | mean of dependent normal variables maximum |
| topic | extreme value mean maximum normal sequence |
| url | https://www.journals.vu.lt/LMR/article/view/31631 |
| work_keys_str_mv | AT agneburauskaite ameanofdependentnormalvariablesmaximum AT algimantasaksomaitis ameanofdependentnormalvariablesmaximum AT agneburauskaite meanofdependentnormalvariablesmaximum AT algimantasaksomaitis meanofdependentnormalvariablesmaximum |