THE ASYMPTOTIC INDEPENDENCE OF THE SAMPLE QUANTILE AND THE SAMPLE EXTREME VALUE

Abstract

The purpose of this paper is to prove under very general conditions that the sample quantile and the sample extreme value are asymptotically independent. This supplements the well-known facts that any two sample quantiles have a limiting bivariate normal distribution, and that the upper extreme and lower extreme are asymptotically independent (H. Cramer. Mathematical Methods of Statistics, 1946. pp. 367-378). (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1961
Accession Number
AD0256977

Entities

People

  • Simeon M. Berman

Organizations

  • Columbia University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Distribution Functions
  • Information Science
  • Mathematics
  • Normal Distribution
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.