The Distribution of Argmaximum or a Winner Problem
We consider a limit theorem for the distribution of a r.v. \(Y_n:=argmax {\{X_i, i= 1,..., n\}},\) where \(X_i'\)s are independent continuous non-negative random variables. The r.v.'s \(\{X_i, i=1,..., n\}\), may be interpreted as the gains of \(n\) players in a game, and the r.v. \(Y_n\)...
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Veröffentlicht in: | arXiv.org 2024-02 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We consider a limit theorem for the distribution of a r.v. \(Y_n:=argmax {\{X_i, i= 1,..., n\}},\) where \(X_i'\)s are independent continuous non-negative random variables. The r.v.'s \(\{X_i, i=1,..., n\}\), may be interpreted as the gains of \(n\) players in a game, and the r.v. \(Y_n\) itself as the number of a ``winner". In the case of i.i.d.r.v.'s, the distribution of \(Y_n\) is, clearly, uniform on \(\{1,..., n\},\) while when the \(X'\)s are non-identically distributed, the problem requires some calculations. |
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ISSN: | 2331-8422 |