THE MOMENTS OF THE MAXIMUM OF NORMALLY DISTRIBUTED DEPENDENT VALUES

Authors

  • Algimantas Aksomaitis Kaunas University of Technology
  • Agnė Burauskaitė - Harju Linkoping University

Abstract

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.

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Published

2009-12-29

Issue

Vol. 38 No. 4 (2009)

Section

Articles

License

Copyright terms are indicated in the Republic of Lithuania Law on Copyright and Related Rights, Articles 4-37.