Convergence of random extremal quotient and product

DOI10.1016/S0378-3758(99)00012-9MaRDI QIDQ1125522zbMATH OpenFDO

Authors H. M. Barakat, E. M. Nigm

Publication date 14 May 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(99)00012-9

zbMATH Keywords

random extremal productrandom extremal quotientrandom indicesweak convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Review text

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 \(n\).

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• Weak Limit of the Sample Extremal Quotient
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Cited in

(4)

• Limit laws for the maxima of stationary chi-processes under random index
• The limit theorems for maxima of stationary Gaussian processes with random index
• Weak Limit of the Sample Extremal Quotient
• Convergence and Nonconvergence Laws for Random Expansions of Product Structures

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