Remarks on domination of maxima

Enkelejd Hashorva

Statistics & Probability Letters, 2002, vol. 60, issue 1, 101-109

Abstract: Let {Xn, n[greater-or-equal, slanted]1} be a sequence of independent random variables with common continuous distribution function F and constants. In this short note an asymptotic evaluation of P{max1[less-than-or-equals, slant]i[less-than-or-equals, slant]n Xi[less-than-or-equals, slant]anX1+bn} is obtained by imposing certain restrictions on the distribution function F and both an,bn.

Keywords: Domination; of; maxima; Asymptotic; evaluation; Extreme; value; distribution; Gaussian; random; sequences. (search for similar items in EconPapers)
Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(02)00287-0
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:60:y:2002:i:1:p:101-109

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 ().