On the Joint Asymptotic Distribution of Extreme Midranges
Gilstein, C. Zachary
Ann. Statist., Tome 11 (1983) no. 1, p. 913-920 / Harvested from Project Euclid
We derive the joint asymptotic distribution of the $k$ midranges formed by averaging the $i$th smallest normalized order statistic with the $i$th largest normalized order statistic, $i = 1, \cdots, k$. We then derive the distribution of the maximum midrange among these $k$ extreme midranges and the limiting distribution of this maximum as $k \rightarrow \infty$. These results imply that, even in infinite samples, different distributions in the class of symmetric, unimodal distributions with tails that die at least as fast as a double exponential distribution may have different maximum likelihood estimates for the location parameter. We also discuss the application of these results to a test of symmetry suggested by Wilk and Gnanadesikan (1968).
Publié le : 1983-09-14
Classification:  6275,  6215,  Midrange,  extreme order statistic,  asymptotic distribution,  maximum likelihood estimate
@article{1176346257,
     author = {Gilstein, C. Zachary},
     title = {On the Joint Asymptotic Distribution of Extreme Midranges},
     journal = {Ann. Statist.},
     volume = {11},
     number = {1},
     year = {1983},
     pages = { 913-920},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346257}
}
Gilstein, C. Zachary. On the Joint Asymptotic Distribution of Extreme Midranges. Ann. Statist., Tome 11 (1983) no. 1, pp.  913-920. http://gdmltest.u-ga.fr/item/1176346257/