Skip to main content
Log in

On the continuation of the limit distributions of the extreme and central terms of a sample

  • Published:
Test Aims and scope Submit manuscript

Abstract

We consider the situation where the distribution functions (d.f.'s) of the suitably normalized extreme and central order statistics on an interval [c,d] converge to arbitrary nondecreasing functions. The continuation of these convergences (weak) on the whole real line to the extreme and central value distributions is then proved under general conditions.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Feller, W. (1966).An introduction to probability theory and its applications 2. (Wiley Eastern University edition (1979)), John Wiley.

  • Gnedenko, B.V. (1943). Sur la distribution limite du term maximum d'une série al aléatoire.Annals of Mathematics,44, 423–453.

    Article  MathSciNet  Google Scholar 

  • Gnedenko, B.V. (1982). On some stability theorems. In V.V. Kalashnikov and V.M. Zolotarev, eds.,Stability Problems for Stochastic Models.Proceedings of the 6th Seminar, Moscow. Lecture Notes in Mathematics,982, 24–31. Springer-Verlag, Berlin.

    Chapter  Google Scholar 

  • Gnedenko, B.V. and A.N. Kolmogorov (1949).Limit distribution for sums of independent random variables. Reading: Addison-Wesley, 264, (translated from the Russian).

    Google Scholar 

  • Gnedenko, B.V. and L. Senocy Bereksy (1982) On one characteristic of logistic distribution.Dokl. Akad. Nauk. SSSR,267, 6, 1293–1295.

    MathSciNet  Google Scholar 

  • Gnedenko, B.V. and L. Senocy Bereksy (1983a). On the continuation property of the limit distributions of maxima of variational series.Vestnik Moskov Univ. Ser. Math. Mch.,3, 11–20. Translation: Moscow Univ. Matm. Bull. Moscow University. Mathematics Bulletin, New York.

    Google Scholar 

  • Gnedenko, B.V. and L. Senocy Bereksy (1983b). On one characteristic of the limit distributions for the maximum and minimum of variational series.Dokl. Akad. Nauk. SSSR.,5, 1039–1040.

    Google Scholar 

  • Gnedenko, B.V. and A.A. Sherif (1983). Limit theorems for the extreme terms of variational series.Dokl. Akad. Nauk. SSSR,3, 523.

    MathSciNet  Google Scholar 

  • Gnedenko, B. V., H. M. Barakat and S. Z. Hemeda (1985). On the continuation of the convergence of the joint distribution of members of variational series.Dokl. Akad. Nauk. SSSR.,5, 1039–1040.

    Google Scholar 

  • Haan, L. de (1970). On regular variation and its application to the weak convergence of sample extremes.Mathematical Centre Tracts,32, Amsterdam.

  • Leadbetter, M. R., G. Lindgren and H. Rootzén (1983). Extremes and related properties of random sequences and processes. Springer Verlag.

  • Leadbetter, M. R. and H. Rootzén (1988). Extremal theory for stochastic processes.Annals of Probability,15–2, 431–478.

    Google Scholar 

  • Riedel, M. A. (1977). A new version of the central limit theorem.Teor. Verojatnost. i Pimenen,22, 1, 187.

    MathSciNet  Google Scholar 

  • Rossberg, H. J. (1979). Limit theorem for identically distributed summands assuming the convergence of the distribution function on a half axis.Teor. Verojatnost. i Primenen,24, 4, 692–709.

    MathSciNet  Google Scholar 

  • Rossberg, H. J. and B. Jessiak (1978). On the unique determination of stable distribution functions.Math. Nachr,82, 1, 297–308.

    MathSciNet  Google Scholar 

  • Rossberg, H. J. and G. Siegel (1976). Continuation of convergence in the central limit theorem.Teor. Verojatnost. i Primenen,20, 4, 885–887.

    MathSciNet  Google Scholar 

  • Rossberg, H. J. and G. Siegel (1981). One-sided characterization of the normal distribution in the set of infinitely divisible distribution.Teor. Verojatnost. i Primenen,26, 2, 400–407.

    MathSciNet  Google Scholar 

  • Senocy Bereksy, L. (1983). On limit theorems of maximum of variational series.Ph.D. Thesis, M.G.U., Moscow.

    Google Scholar 

  • Sherif, A. A. (1983). Some limit theorems of extreme terms of variational series.Ph.D. Thesis, M.G.U., Moscow.

    Google Scholar 

  • Shokry, A. (1983). On the limit theorems for the central terms of a variational series.Ph.D. Thesis, M.G.U., Moscow.

    Google Scholar 

  • Smirnov, N.V. (1949 and 1952). Limit distributions for the terms of a variational series. Original Russian in.Trudy Math. Inst. Steklov,25 (1949), 1–6. Translated in 1952 byAmer. Math. Soc. Trans.,67, 16.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Barakat, H.M. On the continuation of the limit distributions of the extreme and central terms of a sample. Test 6, 351–368 (1997). https://doi.org/10.1007/BF02564703

Download citation

  • Received:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02564703

Key Words

AMS subject classification

Navigation