Maxima of Dirichlet and triangular arrays of gamma variables

Arup Bose, Amites Dasgupta and Krishanu Maulik

Statistics & Probability Letters, 2008, vol. 78, issue 16, 2811-2820

Abstract: Consider a row-wise independent triangular array of gamma random variables with varying parameters. Under several different conditions on the shape parameter, we show that the sequence of row-maximums converges weakly after linear or power transformation. Depending on the parameter combinations, we obtain both Gumbel and non-Gumbel limits. The weak limits for maximum of the coordinates of certain Dirichlet vectors of increasing dimension are also obtained using the gamma representation.

Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00206-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:16:p:2811-2820

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().