Regular stability of large order statist
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R.J. Tomkins
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Article
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1999
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Elsevier Science
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English
โ 335 KB
For r >/1, let Mnr be the rth largest of {X1,... ,X,}, where XI,X2 .... are i.i.d, random variables with common distribution function F such that F(x)< 1 for all x. Define #(x) =F 1(1 -x -~), x>~ 1. {M,r,n>~r} is called regularly stable if Mnr/12(n)--~ 1 in probability and (\*)#(n t)/#(n) ~ h(t)< ve