2005 / December Volume 32 No.4
Limit theorems for arrays of ratios of order statistics
Published Date |
2005 / December
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Title | Limit theorems for arrays of ratios of order statistics |
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Pagination | 327-344 |
Abstract | Let $\{X_{nk}, 1 \le k \le m_n, n \ge 1 \}$ be independent random variables from the Pareto distribution. Let $X_{n(k)}$ be the $k^{th}$ largest order statistic from the $n^{th}$ row of our array. Then set $R_{nij} = X_{n(j)} / X_{n(i)}$ where $j < i$. This paper establishes limit theorems involving weighted sums from the sequence $\{R_{nij}, n \ge 1 \}$.
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AMS Subject Classification |
60F05, 60F15
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Received |
2004-06-26
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