LIMIT DISTRIBUTIONS OF THE MINIMAX OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES.

Abstract

The class of limiting distributions of the normalized minimax (or maximin) of independent identically distributed random variables is obtained and the domains of attraction of the three limiting types are characterized. Asymptotic independence of the minimax and maximin is also demonstrated. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 15, 1964
Accession Number
AD0600005

Entities

People

  • Henry Teicher
  • Herman Chernoff

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Game Theory.
  • Regression Analysis.