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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 1, Pages 118–131
(Mi tvp1973)
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The limit distribution of the extreme terms of the variational series under the large deviation type conditions for the sample mean .
A. V. Nagaev Tashkent
Abstract:
Let $x_1,\dots x_n$ be independent observations of a random variable $\xi$, $\underline x=\min\limits_{1\le i\le n}x_i$, $\overline x=\max\limits_ {1\le i\le n}x_i$. Some theorems are proved concerning the distribution of $\underline x$ and $\overline x$ under the condition that the sum $x_1+\dots+x_n$ is large.
Received: 16.06.1969
Citation:
A. V. Nagaev, “The limit distribution of the extreme terms of the variational series under the large deviation type conditions for the sample mean .”, Teor. Veroyatnost. i Primenen., 16:1 (1971), 118–131; Theory Probab. Appl., 16:1 (1971), 126–140
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Abstract page: | 176 | Full-text PDF : | 82 |
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