Resultats globals: 2 registres trobats en 0.02 segons.
Articles, 2 registres trobats
Articles 2 registres trobats  
1.
29 p, 1.3 MB Maxima of Gamma random variables and other Weibull like distributions and the Lambert W function / Gasull, Armengol (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; López Salcedo, José Antonio (Universitat Autònoma de Barcelona. Departament de Telecomunicació i Enginyeria de Sistemes) ; Utzet i Civit, Frederic (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
In some applied problems of signal processing, the maximum of a sample of _2(m) random variables is computed and compared with a threshold to assess certain properties. It is well known that this maximum, conveniently normalized, converges in law to a Gumbel random variable; however, numerical and simulation studies show that the norming constants that are usually suggested are inaccurate for moderate or even large sample sizes. [...]
2015 - 10.1007/s11749-015-0431-9
TEST, Vol. 24 Núm. 4 (2015) , p. 714-733  
2.
21 p, 373.9 KB On the norming constants for normal maxima / Gasull, Armengol (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Jolis Giménez, Maria (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Utzet, Frederic (Universitat Autònoma de Barcelona. Departament de Matemàtiques)
In a remarkable paper, Peter Hall [On the rate of convergence of normal extremes, J. App. Prob, 16 (1979) 433-439] proved that the supremum norm distance between the distribution function of the normalized maximum of n independent standard normal random variables and the distribution function of the Gumbel law is bounded by 3/ log n. [...]
2015 - 10.1016/j.jmaa.2014.08.025
Journal of mathematical analysis and applications, Vol. 422 (2015) , p. 376-396  

Us interessa rebre alertes sobre nous resultats d'aquesta cerca?
Definiu una alerta personal via correu electrònic o subscribiu-vos al canal RSS.