On distribution of a maximum of random variables

В работе исследуется способ идентификации методом Монте-Карло распределений нечетких случайных величин, в параметрическом задании которых присутствует функция максимума от взвешенных случайных величин. In this paper, we study a method for identifying by the Monte Carlo method distributions of fuzzy random variables, in the parametric setting of which there is a maximum function of weighted random variables.

SOME NEW RESULTS ON RÉNYI ENTROPY OF RESIDUAL LIFE AND INACTIVITY TIME

This article deals with Rényi entropies for the residual life and the inactivity time. Monotonic properties of the entropy in order statistics, record values, and weighted distributions are investigated, and the comparison on weighted random variables is studied in terms of residual Rényi entropy as well.

Limit Distributions for Sums of Weighted Random Variables

Let X1, X2, X3 … be i.i.d., Sn their nth partial sum with Sn = 0; Suppose that