Asymptotic distribution of the normal sample range (Q687704)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the normal sample range |
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Asymptotic distribution of the normal sample range (English)
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28 October 1993
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For a spherically symmetric, multivariate normal random sample \(X_ i\), \(i=1,2,\dots,n\), the asymptotic distribution of \(\max_{1\leq i<j\leq n}| X_ j-X_ i|\) as \(n\to\infty\) is considered. The number of \(| X_ j-X_ i|\) exceeding a high level has a Poisson limit distribution.
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normal sample range
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spherically symmetric
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multivariate normal random sample
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Poisson limit distribution
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