{"title":"重尾随机变量商的分布和矩特性","authors":"Kęstutis Gadeikis","doi":"10.15388/lmr.2006.30724","DOIUrl":null,"url":null,"abstract":"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].","PeriodicalId":33611,"journal":{"name":"Lietuvos Matematikos Rinkinys","volume":"85 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Distribution and moment characteristics of a quotient of heavy-tailed random variables\",\"authors\":\"Kęstutis Gadeikis\",\"doi\":\"10.15388/lmr.2006.30724\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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].\",\"PeriodicalId\":33611,\"journal\":{\"name\":\"Lietuvos Matematikos Rinkinys\",\"volume\":\"85 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-09-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Lietuvos Matematikos Rinkinys\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15388/lmr.2006.30724\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Lietuvos Matematikos Rinkinys","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15388/lmr.2006.30724","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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-authors in [1] and [2].
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