Hostname: page-component-586b7cd67f-t7czq Total loading time: 0 Render date: 2024-11-23T03:44:22.586Z Has data issue: false hasContentIssue false

Limit Distributions for the Extreme Order Statistics

Published online by Cambridge University Press:  20 November 2018

D. Mejzler*
Affiliation:
Institute of Mathematics, The Hebrew University, Jerusalem, Isreal
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

Let Xl, …, Xn be independent random variables with the same distribution function (df) F(x) and let XlnX2n≤…≤nr be the corresponding order statistics. The (df) of Xkn will be denoted always by Fkn(x). Many authors have investigated the asymptotic behaviour of the maximal term Xnn as n → ∞. Gnedenko [3] proved the following

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 1978

References

1. Cheng, B. (1964). The limiting distributions of order statistics. Acta Math. Sinica 14, 694-711. Translation in Chinese Math. (1965) 6, 84-104.Google Scholar
2. Chibisov, D. M. (1964). On limit distributions for order statistics. Theory Prob. and its Applications 9, 142-148. (English translation).Google Scholar
3. Gnedenko, B. (1943). Sur la distribution limit du maximum d'une série aléatoire, Ann. Math. 44, 423-453.Google Scholar
4. Gnedenko, B. V. and Kolmogorov, A. N. (1954). Limit distributions for sums of independent random variables. Addison-Wesley, Cambridge Mass.Google Scholar
5. Mejzler, D. (1956). On the problem of the limit distributions for the maximal term of a variational series. Lvov. Politehn. Inst. Naucn. Zap. Ser. Fiz.-Mat. 38, 90-109 (Russian).Google Scholar
6. Smirnov, N. V. (1949). Limit distributions for the terms of a variational series. Trudy Mat. Inst. Steklova 25 (Russian). Amer. Math. Soc. translations 11, (1962), 82-143.Google Scholar
7. Smirnov, N. V. (1966). Convergence of distributions of order statistics to the normal distribution. Izv. Akad. Nauk Uzbek. SSR Ser. Fiz.-Mat. Nauk 10 (3), 24-32 (Russian).Google Scholar
8. Smirnov, N. V. (1967). Some remarks on limit laws for order-statistics. Theory Prob. and its Applications 12, 337-339. (English translation).Google Scholar