ASYMPTOTIC INDEPENDENCE BETWEEN LARGEST AND SMALLEST OF A SET OF INDEPENDENT OBSERVATIONS
Abstract
Let X sub n and X sub l be the largest and smallest order statistics, respectively, of a set of n independent univariate observations. Under rather general conditions, with respect to the distributions of the individual observations, X sub n and X sub l are asymptotically independent. However, asymptotic independence does not occur for all cases.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 04, 1968
- Accession Number
- AD0680439
Entities
People
- John E. Walsh
Organizations
- Southern Methodist University