A Brownian Bridge Connected with Extreme Values

Abstract

A stochastic process formed from the intermediate order statistic is shown to converge to a Brownian bridge under conditions that strengthen the domain of attraction conditions fro extreme-value distributions. Keywords: Random variables; Distribution functions.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1988
Accession Number
ADA201054

Entities

People

  • L. De Haan

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Convergence
  • Data Science
  • Distribution Functions
  • Information Science
  • Mathematics
  • New York
  • Normality
  • North Carolina
  • Order Statistics
  • Probability
  • Random Variables
  • Security
  • Statistics
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Defense Technology Research and Development.
  • Statistical inference.