Convergence of random extremal quotient and product (Q1125522): Difference between revisions

A sequence \(\{X_n\}\) of i.i.d. r.v.s with continuous d.f. is considered. Let \(U_n\) and \(V_n\) be the minimal and maximal values of the sample \(X_1,\dots,X_n\). The extremal quotient, extremal product and the geometric range are, respectively, defined by \[ q_n:=U_n/V_n,\;\rho_n:=|U_nV_n|, \quad \text{and}\quad \gamma_n:= \sqrt{\rho_n}. \] Conditions for the weak convergence of these statistics were given by \textit{H.M. Barakat} [Aust. N. Z. J. Stat. 40, No. 1, 83-93 (1998; see the preceding entry, Zbl 0960.62019)]. In this paper, the limit d.f. of the same kind are obtained for the statistics with random indices \(\nu_n\) under nonrandom centering and normalization. It is assumed that \(\nu_n/n\) converges in probability to a r.v. Some illustrative examples are given, where \(\nu_n\) has a geometric distribution with mean \(n\).