Asymptotic properties of the ratio of order statistics

被引：9

作者：

Balakrishnan, N. ^{[2
]}

Stepanov, A. ^{[1
]}

机构：

[1] Kaliningrad State Tech Univ, Dept Math, Kaliningrad 236000, Russia

[2] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 03期

关键词：

order statistics; ratio of order statistics; limit laws; theory of regular variation;

D O I：

10.1016/j.spl.2007.08.001

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let X-1,X-n <= X-2,X-n <= ...<= X-n,X-n be the order statistics obtained from a sample from a continuous distribution and Z(i,j,n) = X-j,X-n/X-i,X-n be the ratio of order statistics. In this paper, asymptotic properties of Z(i,j,n) are discussed. Specifically, we make use of the theory of regular variation to derive weak and strong limit results for Z(i,j,n). (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：301 / 310

页数：10

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