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Limit Distributions of Ordered Random Variables in Mixture of Two Gaussian Sequences

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  • H. M. Barakat
  • M. H. Dwes

Abstract

In this paper, we study the limit distributions of extreme, intermediate, and central order statistics, as well as record values, of the mixture of two stationary Gaussian sequences under equicorrelated setup.

Suggested Citation

  • H. M. Barakat & M. H. Dwes, 2022. "Limit Distributions of Ordered Random Variables in Mixture of Two Gaussian Sequences," Journal of Mathematics, John Wiley & Sons, vol. 2022(1).
    • Handle: RePEc:wly:jjmath:v:2022:y:2022:i:1:n:7956195
    DOI: 10.1155/2022/7956195
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    References listed on IDEAS

    as
    1. H. Barakat, 2015. "A new method for adding two parameters to a family of distributions with application to the normal and exponential families," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 359-372, September.
    2. James, Barry & James, Kang & Qi, Yongcheng, 2007. "Limit distribution of the sum and maximum from multivariate Gaussian sequences," Journal of Multivariate Analysis, Elsevier, vol. 98(3), pages 517-532, March.
    3. M. Sreehari & S. Ravi, 2010. "On extremes of mixtures of distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(1), pages 117-123, January.
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