On the exact distribution of the maximum of absolutely continuous dependent random variables
โ Scribed by Reinaldo B. Arellano-Valle; Marc G. Genton
- Book ID
- 108267431
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 229 KB
- Volume
- 78
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
approximation and various other sequential procedures, the question of whether suplD~(t) I ---, 0 a.s. (1) t arises. For each t, D,(t) converges to 0 a.s., and by the Glivenko-Cantelli theorem (1) holds if {Y,} is i.i.d. We give an example showing that without the assumption of independence (1) mig
Exact expressions are derived for the probability density function (pdf), cumulative distribution function (cdf), shape of the pdf, asymptotics of the pdf and the cdf, Laplace transform, moment properties and the order statistics properties of the product of m independent gamma and n independent Par