Distribution of the Maximum of the Arithmetic Mean of Correlated Random Variables
Gurland, John
Ann. Math. Statist., Tome 26 (1955) no. 4, p. 294-300 / Harvested from Project Euclid
The initial distribution considered here is obtained from a multivariate analogue of the Pearson Type III distribution, and the value of the correlation is taken to be non-negative. There is obtained here the distribution of the maximum in samples of fixed size $n$ from a random variable which is the arithmetic mean of $k$ such correlated random variables. This distribution is obtained for large values of $n$ and for large values of $k$. The appropriate expressions for the mode and scale parameters are also given.
Publié le : 1955-06-14
Classification: 
@article{1177728546,
     author = {Gurland, John},
     title = {Distribution of the Maximum of the Arithmetic Mean of Correlated Random Variables},
     journal = {Ann. Math. Statist.},
     volume = {26},
     number = {4},
     year = {1955},
     pages = { 294-300},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728546}
}
Gurland, John. Distribution of the Maximum of the Arithmetic Mean of Correlated Random Variables. Ann. Math. Statist., Tome 26 (1955) no. 4, pp.  294-300. http://gdmltest.u-ga.fr/item/1177728546/