On the Limiting Distribution of Fractional Parts of Extreme Order Statistics

R. J. G. Wilms
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R. J. G. Wilms: Eindhoven University of Technology

A chapter in Extreme Value Theory and Applications, 1994, pp 433-446 from Springer

Abstract: Abstract Let X 1, X 2,… be a sequence of independent and identically distributed random variables with distribution function F, and suppose that F belongs to the domain of attraction of an extreme value distribution. We give (additional) sufficient conditions on F for the fractional part of max(X i ,…, X n ) to converge in distribution to a random variable with a uniform distribution on [0,1), or to diverge in distribution as n → ∞.

Keywords: Hazard Function; Fractional Part; Regular Variation; Cumulative Hazard Function; Asymptotic Uniformity (search for similar items in EconPapers)
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-3638-9_26

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DOI: 10.1007/978-1-4613-3638-9_26

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