A note on exact laws of large numbers for the range of a sample from Pareto-type distributions

DOI10.1016/J.SPL.2021.109297MaRDI QIDQ2070593zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 24 January 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2021.109297

zbMATH Keywords

i.i.d. random variablesorder statisticsPareto distributionrangestrong law of large numbersweighted sums

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sums of independent random variables; random walks (60G50) Order statistics; empirical distribution functions (62G30)

Recommendations

• Exact strong laws for the range
• One sided limit theorems for the range of a Pareto
• Exact Strong Laws for Sums from Subsets of Maximal Order Statistics
• Exact laws of large numbers for independent Pareto random variables
• Exact laws for sums of ratios of order statistics from the Pareto distribution

Cites work

• A First Course in Order Statistics
• Exact strong laws for the range
• Exact strong laws of large numbers for ratios of the smallest order statistics
• Exact weak laws of large numbers with applications to ratios of random variables
• scientific article; zbMATH DE number 7227219 (Why is no real title available?)
• scientific article; zbMATH DE number 1538789 (Why is no real title available?)
• On exact strong laws of large numbers for ratios of random variables and their applications
• On exact strong laws of large numbers under general dependence conditions

Cited in

(11)

• Exact laws of large numbers for independent Pareto random variables
• scientific article; zbMATH DE number 2165882 (Why is no real title available?)
• scientific article; zbMATH DE number 813742 (Why is no real title available?)
• One sided limit theorems for the range of a Pareto
• Exact strong laws for functions from the bivariate Pareto distribution
• Exact strong laws for the range
• The laws of large numbers for Pareto-type random variables with infinite means
• Higher-order expansions of sample range from skew-normal distribution
• Higher-order expansions of sample range from general error distribution
• Exact laws of large numbers for extremal statistics from the Pareto-type distributions
• Asymptotics of sample median range and sample range from Gaussian distribution

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