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