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Asymptotic Properties of Multivariate Order Statistics with Random Index

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Abstract

The class of limit distribution functions (df’s) of multivariate order statistics from independent and identical random vectors with random sample size is fully characterized. Two cases in this study are considered, the first case is when the random sample size is assumed to be independent of all the basic random vectors, and the second case is when the interrelation of the random size and the basic random vectors is not restricted.

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Acknowledgments

The authors are grateful to a referee for several helpful comments.

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Correspondence to E. M. Nigm.

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Communicated by Ataharul M. Islam.

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Barakat, H.M., Nigm, E.M. & Al-Awady, M.A. Asymptotic Properties of Multivariate Order Statistics with Random Index. Bull. Malays. Math. Sci. Soc. 38, 289–301 (2015). https://doi.org/10.1007/s40840-014-0019-7

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  • DOI: https://doi.org/10.1007/s40840-014-0019-7

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