A Poisson approximation with application
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Peter Olofsson
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Article
π
1999
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Elsevier Science
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English
β 80 KB
We present a Poisson approximation with applications to extreme value theory. Let X1; X2; : : : be i.i.d. and let n be the j largest order statistics. Then the asymptotic behavior of the vector (M (1) n ; : : : ; M ( j) n ) is the same as that of (M (1) N ; : : : ; M ( j) N ) where N is a random va