Abstract

Expressions for moment properties have not been known even for the simplest of the bivariate extreme value distributions. Here, simple expansions are derived for various properties of any given bivariate extreme value distribution. Each expansion is a single infinite sum. The properties considered include product moments, conditional moments, joint moment generating function and others. Computational efficiencies of these expansions are established with respect to standard approaches for computing moment properties.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.