Convergence of random extremal quotient and product (Q1125522)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convergence of random extremal quotient and product
scientific article

    Statements

    Convergence of random extremal quotient and product (English)
    0 references
    0 references
    0 references
    14 May 2001
    0 references
    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 \(n\).
    0 references
    0 references
    random extremal quotient
    0 references
    random extremal product
    0 references
    weak convergence
    0 references
    random indices
    0 references