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Limit theorems for order statistics from exponentials

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  • Miao, Yu
  • Wang, Rujun
  • Adler, Andre

Abstract

In this paper we study the ratio of various order statistics based on samples from an exponential distribution and establish a central limit theorem and the almost sure central limit theorem for these statistics.

Suggested Citation

  • Miao, Yu & Wang, Rujun & Adler, Andre, 2016. "Limit theorems for order statistics from exponentials," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 51-57.
    • Handle: RePEc:eee:stapro:v:110:y:2016:i:c:p:51-57
    DOI: 10.1016/j.spl.2015.12.001
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    References listed on IDEAS

    as
    1. Peligrad, Magda & Shao, Qi-Man, 1995. "A note on the almost sure central limit theorem for weakly dependent random variables," Statistics & Probability Letters, Elsevier, vol. 22(2), pages 131-136, February.
    2. Lacey, Michael T. & Philipp, Walter, 1990. "A note on the almost sure central limit theorem," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 201-205, March.
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    Cited by:

    1. Matuła, Przemysław & Kurasiński, Paweł & Adler, André, 2019. "Exact strong laws of large numbers for ratios of the smallest order statistics," Statistics & Probability Letters, Elsevier, vol. 152(C), pages 69-73.

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