The asymptotic distribution of a cluster-index for i.i.d. normal random variables

Yatracos, Yannis G.

Ann. Appl. Probab., Tome 19 (2009) no. 1, p. 585-595 / Harvested from Project Euclid

Résumé

In a sample variance decomposition, with components functions of the sample’s spacings, the largest component Ĩ_n is used in cluster detection. It is shown for normal samples that the asymptotic distribution of Ĩ_n is the Gumbel distribution.

Publié le : 2009-04-15
Classification: Extreme values, spacings, Gumbel distribution, 60F05

@article{1241702242,
     author = {Yatracos, Yannis G.},
     title = {The asymptotic distribution of a cluster-index for i.i.d. normal random variables},
     journal = {Ann. Appl. Probab.},
     volume = {19},
     number = {1},
     year = {2009},
     pages = { 585-595},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1241702242}
}

Yatracos, Yannis G. The asymptotic distribution of a cluster-index for i.i.d. normal random variables. Ann. Appl. Probab., Tome 19 (2009) no. 1, pp.  585-595. http://gdmltest.u-ga.fr/item/1241702242/