The limit distribution of the largest interpoint distance from a symmetric Kotz sample (Q1914698)
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English | The limit distribution of the largest interpoint distance from a symmetric Kotz sample |
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The limit distribution of the largest interpoint distance from a symmetric Kotz sample (English)
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5 August 1996
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The largest interpoint distance extends the concept of the sample range of multidimensional random vectors. Generalizing a result by \textit{P. C. Mathews} and \textit{A. L. Rukhin} [Ann. Appl. Probab. 3, No. 2, 454-466 (1993; Zbl 0787.62021)] the authors establish for the wider class of spherically symmetric Kotz distributions that the largest interpoint distance follows asymptotically an extreme value distribution. Further implications are indicated.
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spherically symmetric Kotz distributions
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largest interpoint distance
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extreme value distribution
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