Distribution and moment characteristics of a quotient of heavy-tailed random variables
Let us deal with positive i.i.d. random variables X1, . . ., Xm having a tail index α. Calculating a quotient of two biggest members in the set, we obtain a new random variable and investigate its distribution and moment properties. The method itself was proposed by prof. V. Paulauskas and co-autho...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2023-09-01
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| Series: | Lietuvos Matematikos Rinkinys |
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| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/30724 |
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| _version_ | 1823857871697215488 |
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| author | Kęstutis Gadeikis |
| author_facet | Kęstutis Gadeikis |
| author_sort | Kęstutis Gadeikis |
| collection | DOAJ |
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Let us deal with positive i.i.d. random variables X1, . . ., Xm having a tail index α. Calculating a quotient of two biggest members in the set, we obtain a new random variable and investigate its distribution and moment properties. The method itself was proposed by prof. V. Paulauskas and co-authors in [1] and [2].
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| format | Article |
| id | doaj-art-eb4e3c054ae14483bb37c9bd42a27f62 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2023-09-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-eb4e3c054ae14483bb37c9bd42a27f622025-02-11T18:12:38ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2023-09-0146spec.10.15388/LMR.2006.30724Distribution and moment characteristics of a quotient of heavy-tailed random variablesKęstutis Gadeikis0Vilnius University Let us deal with positive i.i.d. random variables X1, . . ., Xm having a tail index α. Calculating a quotient of two biggest members in the set, we obtain a new random variable and investigate its distribution and moment properties. The method itself was proposed by prof. V. Paulauskas and co-authors in [1] and [2]. https://www.zurnalai.vu.lt/LMR/article/view/30724tail indexheavy tailPareto |
| spellingShingle | Kęstutis Gadeikis Distribution and moment characteristics of a quotient of heavy-tailed random variables Lietuvos Matematikos Rinkinys tail index heavy tail Pareto |
| title | Distribution and moment characteristics of a quotient of heavy-tailed random variables |
| title_full | Distribution and moment characteristics of a quotient of heavy-tailed random variables |
| title_fullStr | Distribution and moment characteristics of a quotient of heavy-tailed random variables |
| title_full_unstemmed | Distribution and moment characteristics of a quotient of heavy-tailed random variables |
| title_short | Distribution and moment characteristics of a quotient of heavy-tailed random variables |
| title_sort | distribution and moment characteristics of a quotient of heavy tailed random variables |
| topic | tail index heavy tail Pareto |
| url | https://www.zurnalai.vu.lt/LMR/article/view/30724 |
| work_keys_str_mv | AT kestutisgadeikis distributionandmomentcharacteristicsofaquotientofheavytailedrandomvariables |