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Remarks on domination of maxima

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  • Hashorva, Enkelejd

Abstract

Let {Xn, n[greater-or-equal, slanted]1} be a sequence of independent random variables with common continuous distribution function F and constants. In this short note an asymptotic evaluation of P{max1[less-than-or-equals, slant]i[less-than-or-equals, slant]n Xi[less-than-or-equals, slant]anX1+bn} is obtained by imposing certain restrictions on the distribution function F and both an,bn.

Suggested Citation

  • Hashorva, Enkelejd, 2002. "Remarks on domination of maxima," Statistics & Probability Letters, Elsevier, vol. 60(1), pages 101-109, November.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:1:p:101-109
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    References listed on IDEAS

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    1. Rinott, Yosef & Rotar, Vladimir, 2001. "A remark on quadrant normal probabilities in high dimensions," Statistics & Probability Letters, Elsevier, vol. 51(1), pages 47-51, January.
    2. Szarek, Stanislaw J. & Werner, Elisabeth, 1999. "A Nonsymmetric Correlation Inequality for Gaussian Measure," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 193-211, February.
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    Cited by:

    1. A. Stepanov, 2007. "The number of records within a random interval of the current record value," Statistical Papers, Springer, vol. 48(1), pages 63-79, January.
    2. Hashorva Enkelejd, 2016. "Domination of sample maxima and related extremal dependence measures," Dependence Modeling, De Gruyter, vol. 6(1), pages 88-101, May.

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