Accession Number : AD0710228
Title : LIMIT LAWS FOR EXTREME ORDER STATISTICS FROM STRONG-MIXING PROCESSES.
Descriptive Note : Technical rept.,
Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE OPERATIONS RESEARCH CENTER
Personal Author(s) : Welsch,Roy E.
Report Date : APR 1970
Pagination or Media Count : 21
Abstract : The paper characterizes the possible limit laws for a sequence of normalized extreme order statistics (maximum, second maximum, etc.) from a stationary strong-mixing sequence of random variables. It extends the work of Loynes who considered only the maximum process. The maximum process leads to limit laws that are the same three types that occur when the underlying process is a sequence of independent random variables. The results presented here show that the possible limit laws for the k-th maximum process (k>1) from a strong-mixing sequence form a larger class than can occur in the independent case. (Author)
Descriptors : (*STATISTICAL ANALYSIS, THEOREMS), STATISTICAL DISTRIBUTIONS, RANDOM VARIABLES, THESES
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE