On the asymptotic behaviour of the joint distribution of the maxima and minima of observations, when the sample size is a random variable

On the asymptotic behaviour of the joint distribution of the maxima and minima of observations, when the sample size is a random variable

In this paper, we obtain the asymptotic form of the joint distribution of maxima and minima of independent observations, when the sample size is a random variable. We also discuss the asymptotic distribution of the Range.

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Veröffentlicht in:Metrika 2024-10, Vol.87 (7), p.907-920
1. Verfasser: Vasudeva, R.
Format: Artikel
Sprache:eng
Schlagworte:
Asymptotic properties
Economic Theory/Quantitative Economics/Mathematical Methods
Mathematics and Statistics
Probability Theory and Stochastic Processes
Random variables
Statistics
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Beschreibung
Zusammenfassung:In this paper, we obtain the asymptotic form of the joint distribution of maxima and minima of independent observations, when the sample size is a random variable. We also discuss the asymptotic distribution of the Range.
ISSN:0026-1335
1435-926X
DOI:10.1007/s00184-023-00940-2