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Limit theorems for randomly selected adjacent order statistics from a Pareto distribution

Authors :
André Adler
Source :
International Journal of Mathematics and Mathematical Sciences, Vol 2005, Iss 21, Pp 3427-3441 (2005)
Publication Year :
2005
Publisher :
Hindawi Limited, 2005.

Abstract

Consider independent and identically distributed random variables{Xnk, 1≤k≤m, n≥1}from the Pareto distribution. We randomly select two adjacent order statistics from each row,Xn(i)andXn(i+1), where1≤i≤m−1. Then, we test to see whether or not strong and weak laws of large numbers with nonzero limits for weighted sums of the random variablesXn(i+1)/Xn(i)exist, where we place a prior distribution on the selection of each of these possible pairs of order statistics.

Details

ISSN :
16870425 and 01611712
Volume :
2005
Database :
OpenAIRE
Journal :
International Journal of Mathematics and Mathematical Sciences
Accession number :
edsair.doi.dedup.....3e63f3b0543f0296e805467736ed7a0b