Condition for convergence of maxima of random triangular arrays (Q2488438): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q231604 |
||
Property / author | |||
Property / author: Q804072 / rank | |||
Revision as of 09:52, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Condition for convergence of maxima of random triangular arrays |
scientific article |
Statements
Condition for convergence of maxima of random triangular arrays (English)
0 references
24 May 2006
0 references
A triangular array of r.v.s \(\{X_{kn},k\leq n,n\geq 1\}\) is considered with i.i.d. \(X_{kn}\) for fixed \(n\). Let the CDF of \(X_{kn}\) be \(F_n\). Then \[ {\mathbf P}\left\{\Bigl(\sup_{1\leq i\leq n} X_{in}-b_n\Bigr)/a_n\leq x\right\} =(F_n(a_n x+b_n))^n. \] Locally uniform convergence of \((F_n(a_n x+b_n))^n\) to \(G(x)\) and convergence of the first and the second derivatives are investigated. Sufficient conditions for convergence of normalizing sequences \(a_n\) and \(b_n\) are derived. The Burr distribution is considered as an example.
0 references
limit distribution
0 references
locally uniform convergence
0 references
convergence of derivatives
0 references