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Weak limits of sample range

Published:1974-12 Issue:4 Volume:11 Page:836-841
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Haan Laurens De

Abstract

Necessary and sufficient conditions are obtained for the weak convergence of the sample range of i.i.d. random variables as the number of observations tends to infinity.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference7 articles.

1. Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire

2. La distribution de la plus grande de n valeurs. Selected Papers;Mises;Amer. Math. Soc.,1936

3. Tail equivalence and its applications

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