Abstract
In this paper, we obtain the asymptotic form of the joint distribution of maxima and minima of independent observations, when the sample size is a random variable. We also discuss the asymptotic distribution of the range.
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The author is very much thankful to the referee for a number of valuable suggestions, which have lead to a lot of improvement in the present version of the paper.
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Vasudeva, R. On the asymptotic behaviour of the joint distribution of the maxima and minima of observations, when the sample size is a random variable. Metrika (2023). https://doi.org/10.1007/s00184-023-00928-y
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DOI: https://doi.org/10.1007/s00184-023-00928-y
Keywords
- Joint distribution of maxima and minima
- Distribution of the range
- Random sample size
- Asymptotic independence