Limit theorems for randomly selected adjacent order statistics from a Pareto distribution

DOI10.1155/IJMMS.2005.3427MaRDI QIDQ2368465zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 19 April 2006

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/52362

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Review text

Summary: Consider independent and identically distributed random variables \(\{X_{nk},\;1\leq k\leq m, n \geq 1\}\) from the Pareto distribution. We randomly select two adjacent order statistics from each row, \(X_{n(i)}\) and \(X_{n(i+1)}\), where \(1\leq i \leq m-1\). Then, we test to see whether or not strong and weak laws of large numbers with nonzero limits for weighted sums of the random variables \(X_{n(i+1)}/X_{n(i)}\) exist, where we place a prior distribution on the selection of each of these possible pairs of order statistics.

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Cited in

(5)

• On 1/f noise
• Some limit results for Pareto random variables
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• Unusual limit theorems for the difference of order statistics from a Pareto
• Limit Theorems for Randomly Selected Ratios of Order Statistics from a Pareto Distribution

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