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Record values and extreme value distributions

Published online by Cambridge University Press:  14 July 2016

H. N. Nagaraja
H. N. Nagaraja*
Affiliation:
The Ohio State University
*
∗ Postal address: 128 Cockins Hall, 1958 Neil Avenue, Columbus, OH 43210, U.S.A.
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Abstract

The limit distribution of the k th maximum from a random sample of size n when n → ∞ is identified as the distribution of the k th lower record value from one of three extreme value distributions. This fact is used in giving a different canonical representation and new proofs of the results of Hall (1978) for this limiting random variable. A characterization of the exponential distribution based on upper record values is given.

Keywords

MULTIVARIATE EXTREMAL DISTRIBUTIONRECORD VALUESCHARACTERIZATION

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 19 , Issue 1 , March 1982, pp. 233 - 239
Copyright
Copyright © Applied Probability Trust 1982 

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