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The limit behaviour of the maximum of random variables with applications to outlier-resistance

Published online by Cambridge University Press:  14 July 2016

Rudolf Mathar
Rudolf Mathar*
Affiliation:
Technical University, Aachen
*
∗Postal address: Institute of Statistics, Technical University Aachen, Wüllnerstr. 3, D-5100 Aachen, West Germany.
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Abstract

We consider degenerate limit laws for the sequence {Xn, n}n(N of successive maxima of identically distributed random variables. It turns out that the concentration of Xn, n for large n can be determined in terms of a tail ratio of the underlying distribution function F. Applications to the outlier-behaviour of probability distributions are given.

Keywords

DEGENERATE LIMIT LAWSTAIL-BEHAVIOURMAXIMALLY DEPENDENT
Type
Short Communications
Information
Journal of Applied Probability , Volume 21 , Issue 3 , September 1984 , pp. 646 - 650
Copyright
Copyright © Applied Probability Trust 1984 

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References

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