• 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