Kiefer’s law of the iterated logarithm for the vector of upper order statistics

• Autorzy: Vasudevan R. , Moridani A. Y.
• Języki publikacji: EN

Abstrakty

EN

Let {X_n} be a sequence of independent identically distributed random variables with a common continuous distribution function and let M_j;n denote the jth upper order statistic among X₁,X₂, . . . ,X_n, n ≥ j. For a large class of distributions, we obtain the law of the iterated logarithm for {M_1,n,M_2,n}, properly normalized. As a consequence, we establish a law of the iterated logarithm for the spacings {M_1,n −M_2,n}.

Słowa kluczowe

EN

law of the iterated logarithm; upper order statistics; regularly varying function

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2011
• Tom: Vol. 31, Fasc. 2
• Strony: 331--347
• Opis fizyczny: Bibliogr. 11 poz.

Twórcy

autor

Vasudevan R.

• Department of Statistics, University of Mysore, Mysore-570006, India

autor

Moridani A. Y.

• Department of Statistics, Payame Noor University, Manjil, Iran

Bibliografia

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