2015 / March Volume 10 No.1
Strong laws for ratios of order statistics from exponentials
Published Date |
2015 / March
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Title | Strong laws for ratios of order statistics from exponentials |
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Pagination | 101-111 |
Abstract | The random variables examined are independent and identically distributed expo-
nentials. The mean of these random variables can change from sample to sample. Within
each sample we observe the ratio of various order statistics. Then we establish strong
laws for these ratios. The most important statistic is the ratio of the two smallest order statistics within each sample. The distribution of this statistic is very interesting. It has infinite mean, but barely, which produces a very unusual strong law.
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AMS Subject Classification |
60F15
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Received |
2014-03-31
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Accepted |
2014-03-31
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