Vasudeva, R. and Moridani, A. (2015) Kiefer's Law of the iterated logarithm of the vector of upper order statistics. PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 31 (2). pp. 331-347. ISSN 0974-3235
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Abstract
Let {X-n} be a sequence of independent identically distributed random variables with a common continuous distribution function and let M-j,(n) denote the jth upper order statistic among X-1, X-2, ... , X-n, n >= j. For a large class of distributions, we obtain the law of the iterated logarithm for {M-1, (n), M-2,(n)}, properly normalized. As a consequence, we establish a law of the iterated logarithm for the spacings {M-1,(n) - M-2,(n)}.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Law of the iterated logarithm; upper order statistics; regularly varying function |
| Subjects: | E Mathematical Science > Statistics |
| Divisions: | Department of > Statistics |
| Depositing User: | Users 23 not found. |
| Date Deposited: | 14 Jun 2019 07:32 |
| Last Modified: | 14 Jun 2019 07:32 |
| URI: | http://eprints.uni-mysore.ac.in/id/eprint/2587 |
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