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

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Published

2011-03-01

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Section

Articles