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17

Almost Sure Convergence of Extreme Order Statistics

3 October 2008
Zuoxiang Peng
Jiaona Li
S. Nadarajah
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Abstract

Let Mn(k)M_n^{(k)}Mn(k)​ denote the kkkth largest maximum of a sample (X1,X2,...,Xn)(X_1,X_2,...,X_n)(X1​,X2​,...,Xn​) from parent XXX with continuous distribution. Assume there exist normalizing constants an>0a_n>0an​>0, bn∈Rb_n\in \mathbb{R}bn​∈R and a nondegenerate distribution GGG such that an−1(Mn(1)−bn)→wGa_n^{-1}(M_n^{(1)}-b_n)\stackrel{w}{\to}Gan−1​(Mn(1)​−bn​)→wG. Then for fixed k∈Nk\in \mathbb{N}k∈N, the almost sure convergence of \[\frac{1}{D_N}\sum_{n=k}^Nd_n\mathbb{I}\{M_n^{(1)}\le a_nx_1+b_n,M_n^{(2)}\le a_nx_2+b_n,...,M_n^{(k)}\le a_nx_k+b_n\}\] is derived if the positive weight sequence (dn)(d_n)(dn​) with DN=∑n=1NdnD_N=\sum_{n=1}^Nd_nDN​=∑n=1N​dn​ satisfies conditions provided by H\"{o}rmann.

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