On asymptotic distributions of exceedance statistics |
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Authors: | Nejla Ozkaya Turhan |
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Institution: | Ankara University, Faculty of Science, Department of Statistics, 06100 Tandogan, Ankara, Turkey |
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Abstract: | In this study, two independent samples X1,X2,…,Xn and Y1,Y2,…,Ym with respective distribution functions F and Q are considered. The joint asymptotic distributions of exceedance statistics defined as the number of Y observations falling into a random interval of order statistics constructed from the X sample is investigated. The results can be used in the context of a two-sample problem. |
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Keywords: | Exceedance statistics Order statistics Exact and asymptotic distribution Random threshold |
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