The tail probability of the product of dependent random variables from max-domains of attraction (Q645443)
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scientific article; zbMATH DE number 5971809
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| English | The tail probability of the product of dependent random variables from max-domains of attraction |
scientific article; zbMATH DE number 5971809 |
Statements
The tail probability of the product of dependent random variables from max-domains of attraction (English)
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15 November 2011
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Breiman's theorem
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Farlie-Gumbel-Morgenstern
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max-domain of attraction
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product
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tail probability
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0.8928749561309814
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0.8354606032371521
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0.8228055834770203
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0.8118736147880554
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0.8058739304542542
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