On estimation of high quantiles for certain classes of distributions

  • J. Stanojević

Abstract

We investigate the rate of convergence of the direct-simulation estimator xp(n) of a large quantile xp of the Pareto and Gamma distributions. The upper bound of the probability P{|xp(n) - xp| ≥ ε} is determined.
Published
2016-10-11
How to Cite
STANOJEVIĆ, J.. On estimation of high quantiles for certain classes of distributions. Yugoslav Journal of Operations Research, [S.l.], v. 25, n. 2, oct. 2016. ISSN 2334-6043. Available at: <https://yujor.fon.bg.ac.rs/index.php/yujor/article/view/465>. Date accessed: 14 apr. 2025.
Citation Formats
Issue
Vol 25 No 2 (2015): Vol. 25 No. 2
Section
Articles
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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

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