Limit theorems for randomly selected adjacent order statistics from a Pareto distribution
Consider independent and identically distributed random variables {Xnk, 1≤k≤m, n≥1} from the Pareto distribution. We randomly select two adjacent order statistics from each row, Xn(i) and Xn(i+1), where 1≤i≤m−1. Then, we test to see whether or not strong and weak laws of large numbers with nonzero...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2005-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/IJMMS.2005.3427 |
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| Summary: | Consider independent and identically distributed random variables
{Xnk, 1≤k≤m, n≥1} from the Pareto distribution. We randomly select two adjacent order statistics from each row, Xn(i) and Xn(i+1), where 1≤i≤m−1. Then, we test to see whether or not strong and weak laws of large numbers with nonzero limits for weighted sums of the random variables
Xn(i+1)/Xn(i) exist, where we place a prior distribution on the selection of each of these possible pairs of order statistics. |
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| ISSN: | 0161-1712 1687-0425 |