Asymptotic properties of bivariate random extremes

被引:27
作者
Barakat, HM [1 ]
机构
[1] ZAGAZIG UNIV,FAC SCI,DEPT MATH,ZAGAZIG,EGYPT
关键词
order statistics; weak convergence; bivariate extremes; sample of random size;
D O I
10.1016/S0378-3758(96)00157-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The class of limit distribution functions (d.f.s) of bivariate extremes order statistics with random sample size, which is independent of all basic random variables (r.v.s), is fully characterized. Necessary and sufficient conditions, as well as, the domains of attraction of the limit d.f.s are obtained. Furthermore, when the interrelation of the random size and the basic r.v.s is not restricted, sufficient conditions of the convergence and the forms of the limit d.f.s are deduced.
引用
收藏
页码:203 / 217
页数:15
相关论文
共 16 条
[1]  
Arnold B. C., 1992, Records
[2]   ON THE LIMIT DISTRIBUTION OF THE EXTREMES OF A RANDOM NUMBER OF INDEPENDENT RANDOM-VARIABLES [J].
BARAKAT, HM ;
ELSHANDIDY, MA .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1990, 26 (03) :353-361
[3]   LIMIT-THEOREMS FOR LOWER-UPPER EXTREME VALUES FROM 2-DIMENSIONAL DISTRIBUTION FUNCTION [J].
BARAKAT, HM .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1990, 24 (01) :69-79
[4]  
BEREKSY LS, 1984, LITOVISKI MATH SPORN, P167
[5]  
Feller W., 1966, INTRO PROBABILITY TH, VII
[6]  
FINKELSHTEIN BV, 1953, DOKL AKAD NAUK SSSR+, V91, P209
[7]   DISTRIBUTION OF MAXIMUM OF A RANDOM NUMBER OF RANDOM-VARIABLES WITH APPLICATIONS [J].
GALAMBOS, J .
JOURNAL OF APPLIED PROBABILITY, 1973, 10 (01) :122-129
[8]  
GALAMBOS J, 1975, J AM STAT ASSOC, P674
[9]  
Galambos J., 1978, The asymptotic theory of extreme order statistics
[10]  
GNEDENKO BV, 1982, SERDIKA BOLGARSKA MA, V8, P229