A mean of dependent normal variables maximum
A mean value of normal sequence maximum is analyzed. In a case of standard normal variables, for n ≤ 5 (n – a length of sequence), there are formulas to express every order moments of extremes using elementary functions. For longer sequences it is not possible. Also there are analogous formulas for...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2004-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/31631 |
| _version_ | 1797194382419427328 |
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| author | Agnė Burauskaitė Algimantas Aksomaitis |
| author_facet | Agnė Burauskaitė Algimantas Aksomaitis |
| author_sort | Agnė Burauskaitė |
| collection | DOAJ |
| description |
A mean value of normal sequence maximum is analyzed. In a case of standard normal variables, for n ≤ 5 (n – a length of sequence), there are formulas to express every order moments of extremes using elementary functions. For longer sequences it is not possible. Also there are analogous formulas for a mean value of two and three dependent normal variables [1]. In this work we study a relation between mean values of dependent and independent variables maxima. It is shown that there is a possibility to calculate a mean value of dependent normal variables maximum using the result of independent case. To test the relation we use computer simulation.
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| first_indexed | 2024-03-07T15:40:25Z |
| format | Article |
| id | doaj.art-3cb2a02814d04572af8d8f971ff1a534 |
| institution | Directory Open Access Journal |
| issn | 0132-2818 2335-898X |
| language | English |
| last_indexed | 2024-04-24T05:55:24Z |
| publishDate | 2004-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj.art-3cb2a02814d04572af8d8f971ff1a5342024-04-23T09:02:59ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2004-12-0144spec.10.15388/LMR.2004.31631A mean of dependent normal variables maximumAgnė Burauskaitė0 Algimantas Aksomaitis1Kaunas University of TechnologyKaunas University of Technology A mean value of normal sequence maximum is analyzed. In a case of standard normal variables, for n ≤ 5 (n – a length of sequence), there are formulas to express every order moments of extremes using elementary functions. For longer sequences it is not possible. Also there are analogous formulas for a mean value of two and three dependent normal variables [1]. In this work we study a relation between mean values of dependent and independent variables maxima. It is shown that there is a possibility to calculate a mean value of dependent normal variables maximum using the result of independent case. To test the relation we use computer simulation. https://www.journals.vu.lt/LMR/article/view/31631extreme valuemean maximumnormal sequence |
| spellingShingle | Agnė Burauskaitė Algimantas Aksomaitis A mean of dependent normal variables maximum Lietuvos Matematikos Rinkinys extreme value mean maximum normal sequence |
| title | A mean of dependent normal variables maximum |
| title_full | A mean of dependent normal variables maximum |
| title_fullStr | A mean of dependent normal variables maximum |
| title_full_unstemmed | A mean of dependent normal variables maximum |
| title_short | A mean of dependent normal variables maximum |
| title_sort | mean of dependent normal variables maximum |
| topic | extreme value mean maximum normal sequence |
| url | https://www.journals.vu.lt/LMR/article/view/31631 |
| work_keys_str_mv | AT agneburauskaite ameanofdependentnormalvariablesmaximum AT algimantasaksomaitis ameanofdependentnormalvariablesmaximum AT agneburauskaite meanofdependentnormalvariablesmaximum AT algimantasaksomaitis meanofdependentnormalvariablesmaximum |