Asymptotic expansions for the maximum of random number of random variables
نویسندگان
چکیده
منابع مشابه
On the Asymptotic Distribution of the Sum of a Random Number of Random Variables.
then under appropriate conditions on the Xj it follows from the central limit theorem that the distribution of F will be nearly normal. In many cases of practical importance, however, the number N is itself a r. v., and when this is so the situation is more complex. We shall consider the case in which the Xj (j = 1, 2, • • • ) are independent r. v.'s with the same distribution function (d. f.) ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1994
ISSN: 0304-4149
DOI: 10.1016/0304-4149(94)90047-7