Stochastic orders for a multivariate Pareto distribution

IF 0.8 4区数学 Q2 MATHEMATICS

Analele Stiintifice Ale Universitatii Ovidius Constanta-Seria Matematica Pub Date : 2021-03-01 DOI:10.2478/auom-2021-0004

Luigi-Ionut Catana

引用次数: 3

Abstract

Abstract In this article we give some theoretical results for equivalence between different stochastic orders of some kind multivariate Pareto distribution family. Weak multivariate orders are equivalent or imply different stochastic orders between extremal statistics order of two random variables sequences. The random variables in this article are not neccesary independent.

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多元Pareto分布的随机阶数

摘要本文给出了一类多元Pareto分布族不同随机阶间等价的一些理论结果。弱多元序是两个随机变量序列的极值统计序之间相等或暗示不同的随机序。本文中的随机变量不一定是独立的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Analele Stiintifice Ale Universitatii Ovidius Constanta-Seria Matematica MATHEMATICS, APPLIED-MATHEMATICS

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： This journal is founded by Mirela Stefanescu and Silviu Sburlan in 1993 and is devoted to pure and applied mathematics. Published by Faculty of Mathematics and Computer Science, Ovidius University, Constanta, Romania.