Stability of a characterization of normal distributions based on the first two conditional moments.
Nguyen, Truc T., Dinh, Khoan T. (2000)
International Journal of Mathematics and Mathematical Sciences
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Displaying similar documents to “Extreme Values of the Sequences of Independent Random Variables With Mixed Distributions”
Stability of a characterization of normal distributions based on the first two conditional moments.
On extended type I generalized logistic distribution.
Olapade, A.K. (2004)
International Journal of Mathematics and Mathematical Sciences
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On a general structure of the bivariate FGM type distributions
Sayed Mohsen Mirhosseini, Mohammad Amini, Ali Dolati (2015)
Applications of Mathematics
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In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach.
Extreme value distributions for dependent jointly ln,p-symmetrically distributed random variables
K. Müller, W.-D. Richter (2016)
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A measure-of-cone representation of skewed continuous ln,p-symmetric distributions, n ∈ N, p > 0, is proved following the geometric approach known for elliptically contoured distributions. On this basis, distributions of extreme values of n dependent random variables are derived if the latter follow a joint continuous ln,p-symmetric distribution. Light, heavy, and extremely far tails as well as tail indices are discussed, and new parameters of multivariate tail behavior are introduced. ...
A characterization of the set of fixed points of the quicksort transformation.
Fill, James Allen, Janson, Svante (2000)
Electronic Communications in Probability [electronic only]
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Characterizations of the inverse Weibull distribution and generalized extreme value distributions by moments of kth record values
Piotr Pawlas, Dominik Szynal (2000)
Applicationes Mathematicae
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We give characterization conditions for the inverse Weibull distribution and generalized extreme value distributions by moments of kth record values.
Systems of stochastically independent and normally distributed random points in the Euclidean space .
Bosetto, Elena (1999)
Beiträge zur Algebra und Geometrie
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A note on the Ecogen language built-in random deviate generators.
Jordi Ocaña, M.ª Carmen Ruiz de Villa, Guillem Alonso (1986)
Qüestiió
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The standard ECOGEN (a simulation language based on Pascal) random deviate generators are described. For every one of them, a short usage note and a description of the algorithm and underlying theory is presented. This paper must be considered as an addenda to a previous one where the ECOGEN language was described. The ECOGEN random deviate generators include the continuous and discrete uniform, Poisson, binomial, exponential, Cauchy, normal or Laplace-Gauss, beta, gamma, Weibull, Pareto...
On the ratio of gamma and Rayleigh random variables
Saralees Nadarajah (2007)
Applicationes Mathematicae
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The gamma and Rayleigh distributions are two of the most applied distributions in engineering. Motivated by engineering issues, the exact distribution of the quotient X/Y is derived when X and Y are independent gamma and Rayleigh random variables. Tabulations of the associated percentage points and a computer program for generating them are also given.