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On asymptotic distributions of exceedance statistics
Authors:Nejla Ozkaya Turhan
Institution:
  • Ankara University, Faculty of Science, Department of Statistics, 06100 Tandogan, Ankara, Turkey
  • 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.
    Keywords:Exceedance statistics  Order statistics  Exact and asymptotic distribution  Random threshold
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