On the rate of convergence of the sum of the sample extremes

Summary Let X ₁, X ₂,..., X _n be independent random variables having a common distribution in the domain of normal attraction of a completely asymmetric stable law with characteristic exponent }(0,1) and support bounded below. Let X _n:n X _n:n ^-1...X _n:1 denote the ordered sample. We obtain the rate of convergence of n ^-1/ (X _n:n +...+X _{n:n-k n+1} ) to the stable limit law as both n and k _n ». As a consequence we obtain a representation of the sum X _n:n +...+X _{n:n-k n+1} .