Limit theorems for random maximum of independent and non-identically distributed random vectors

作者：Barakat H M^*; Nigm E M; Al Awady M A

来源：Statistics, 2013, 47(3): 546-557.

DOI：10.1080/02331888.2011.625645

• weak convergence
• random sample size
• non-identical random vector
• random maximum vector

In this paper, we study the weak convergence of the random maximum of independent and non-identical random vectors. When the random sample size is assumed to be independent of the basic variables and its distribution function is assumed to converge weakly to a non-degenerate limit, the necessary and sufficient conditions for the weak convergence of the random maximum are derived. An illustrative example is given.

• 出版日期2013-6-1