Extreme value limit laws in the nonidentically distributed case |
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Authors: | David Mejzler |
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Institution: | (1) Institute of Mathematics, The Hebrew University of Jerusalem, Jerusalem, Israel |
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Abstract: | LetX
1, ...,X
n be independent random variables, letF
i be the distribution function ofX
i (1≦i≦n) and letX
1n
≦... ≦X
nn be the corresponding order statistics. We consider the statisticsX
kn, wherek=k(n),k/n → 1 andn−k → ∞. Under some additional restrictions concerning the behaviour of the sequences {a
n>0,b
n,k(n),F
n} we characterize the class of all distribution functionsH such that Prob{(X
kn
−b
n
)/a
n
<x)}→H.
Dedicated to the Memory of N. V. Smirnov (1900–1966) |
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Keywords: | |
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