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.
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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
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DOI: https://doi.org/10.1007/BF02564703
Key Words
- Order statistics
- extreme value distributions
- central value distributions
- weak convergence
- continuation of the convergence