A Counterexample Concerning the External index

Abstract

The concept of an extremal index, which is a measure of local dependence amongst the exceedances over a high threshold by a stationary sequence, has a natural interpretation as the reciprocal of mean cluster size, A counterexample is exhibited which shows that this interpretation is not necessarily correct. Keywords: Poisson density function; Point processes; Stochastic processes.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1988
Accession Number
ADA200076

Entities

People

  • Richard L. Smith

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Classification
  • Distribution Functions
  • Mathematics
  • North Carolina
  • Probability
  • Probability Distributions
  • Random Variables
  • Scientific Research
  • Security
  • Sequences
  • Stationary
  • Statistics
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.