DocumentCode :
2978684
Title :
On the limiting distribution of the maximum with random sample size of regular variation function
Author :
Song-Lin Wu ; Du-Zhi Wu
Author_Institution :
Dept. of Found. Studies, Logistics Eng. Univ., Chongqing, China
fYear :
2012
fDate :
17-19 Dec. 2012
Firstpage :
356
Lastpage :
358
Abstract :
Let X1, X2, ... be i.i.d. sequence and f(x) be a regular variation function with index r. Let N(n) be a positive integer valued random variable and N(n)/n → η in probability, where η is a positive random variable. When some conditions are satisfied, the asymptotic distribution of Mf(N(n)) is derived.
Keywords :
functions; sequences; statistical distributions; asymptotic distribution; i.i.d. sequence; limiting distribution; positive integer valued random variable; random sample size; regular variation function; Equations; Random Variable; Regular Variation Function;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Wavelet Active Media Technology and Information Processing (ICWAMTIP), 2012 International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4673-1684-2
Type :
conf
DOI :
10.1109/ICWAMTIP.2012.6413512
Filename :
6413512
Link To Document :
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