Limit distributions of the minimax of independent identically distributed random variables-Reference-Cited by-同舟云学术

Limit distributions of the minimax of independent identically distributed random variables

Published:1965 Issue:0 Volume:116 Page:474-491
ISSN:0002-9947
Container-title:Transactions of the American Mathematical Society
language:en
Short-container-title:Trans. Amer. Math. Soc.

Author:

Chernoff Herman,Teicher Henry

Abstract

The class of limiting distributions of the normalized minimax (or maximin) of independent identically distributed random variables is obtained and the domains of attraction of the three limiting types are characterized. Asymptotic independence of the minimax and maximin is also demonstrated.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/tran/1965-116-00/S0002-9947-1965-0185640-3/S0002-9947-1965-0185640-3.pdf

Reference4 articles.

1. Large-sample theory: parametric case;Chernoff, Herman;Ann. Math. Statist.,1956

2. Sur la distribution limite du terme maximum d’une série aléatoire;Gnedenko, B.;Ann. of Math. (2),1943

3. On a general concept of “in probability”;Pratt, John W.;Ann. Math. Statist.,1959

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