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Asymptotic normality for the number of records from general distributions
Published online by Cambridge University Press: 01 July 2016
Abstract
We provide necessary and sufficient conditions for the asymptotic normality of Nn, the number of records among the first n observations from a sequence of independent and identically distributed random variables, with general distribution F. In the case of normality we identify the centering and scaling sequences. Also, we characterize distributions for which the limit is not normal in terms of their discrete and continuous components.
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- General Applied Probability
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- Copyright © Applied Probability Trust 2011
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