EXTREMES OF A BIVARIATE PARETO DISTRIBUTION

Authors

  • Nooshin Hakamipour
  • Adel Mohammadpour
  • Saralees Nadarajah

DOI:

https://doi.org/10.5755/j01.itc.40.1.195

Keywords:

Bivariate Pareto distributions, extremes, moments

Abstract

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

http://dx.doi.org/10.5755/j01.itc.40.1.195

Downloads

Published

2011-03-01

Issue

Vol. 40 No. 1 (2011)

Section

Articles

License

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