首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Extreme value limit laws in the nonidentically distributed case
Authors:David Mejzler
Institution:(1) Institute of Mathematics, The Hebrew University of Jerusalem, Jerusalem, Israel
Abstract:LetX 1, ...,X n be independent random variables, letF i be the distribution function ofX i (1≦in) 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)
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号