Bose, Arup ; Gangopadhyay, Sreela ; Sarkar, Anish ; Sengupta, Arindam (2003) Asymptotic properties of sums of upper records Extremes, 6 (2). pp. 147-164. ISSN 1386-1999
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Official URL: http://www.springerlink.com/content/k7204303682227...
Related URL: http://dx.doi.org/10.1023/B:EXTR.0000025664.73186.19
Abstract
Arnold and Villaseñor (1999) raised several questions for upper records, including characterizing all limit distributions of normalized partial sums of upper records. We provide some answers in the case when the distribution from which the samples are drawn is bounded above. When the distribution is not bounded above, we give sufficient conditions on the distribution for the properly normalized partial sums to converge to a standard normal distribution. We show that our conditions are general enough so that the examples provided by Arnold and Villaseñor (1999) are covered by our results.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer. |
| Keywords: | Sums of Records; Infinite Divisibility; Asymptotic Distribution |
| ID Code: | 68662 |
| Deposited On: | 05 Nov 2011 05:01 |
| Last Modified: | 05 Nov 2011 05:01 |
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