Distribution and moment characteristics of a quotient of heavy-tailed random variables
Articles
Kęstutis Gadeikis
Vilnius University
Published 2023-09-21
https://doi.org/10.15388/LMR.2006.30724
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Keywords

tail index
heavy tail
Pareto

How to Cite

Gadeikis, K. (2023) “Distribution and moment characteristics of a quotient of heavy-tailed random variables”, Lietuvos matematikos rinkinys, 46(spec.), pp. 263–266. doi:10.15388/LMR.2006.30724.

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].

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