Limit Laws for the Maximum of Weighted and Shifted I.I.D. Random Variables
نویسندگان
چکیده
منابع مشابه
Strong Laws for Weighted Sums of Negative Dependent Random Variables
In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.
متن کاملstrong laws for weighted sums of negative dependent random variables
in this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. the results on i.i.d case of soo hak sung [9] are generalized and extended.
متن کاملON THE LAWS OF LARGE NUMBERS FOR DEPENDENT RANDOM VARIABLES
In this paper, we extend and generalize some recent results on the strong laws of large numbers (SLLN) for pairwise independent random variables [3]. No assumption is made concerning the existence of independence among the random variables (henceforth r.v.’s). Also Chandra’s result on Cesàro uniformly integrable r.v.’s is extended.
متن کاملStrong Laws for Weighted Sums of I.i.d. Random Variables
Strong laws are established for linear statistics that are weighted sums of a random sample. We show extensions of the Marcinkiewicz-Zygmund strong laws under certain moment conditions on both the weights and the distribution. The result obtained extends and sharpens the result of Sung.
متن کاملLimit Laws for Norms of IID Samples with Weibull Tails
We are concerned with the limit distribution of lt-norms RN (t) = ‖XN‖t (of order t) of samples XN = (X1, . . . , XN ) of i.i.d. positive random variables, as N → ∞, t → ∞. The problem was first considered by Schlather(10), but the case where {Xi} belong to the domain of attraction of Gumbel’s double exponential law (in the sense of extreme value theory) has largely remained open (even for an e...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1984
ISSN: 0091-1798
DOI: 10.1214/aop/1176993306