Abstract
Let X1, X2, ..., Xn be a sequence of independent, identically distributed positive integer random variables with distribution function F. Anderson (1970) proved a variant of the law of large numbers by showing that the sample maximum moves asymptotically on two values if and only if F satisfies a 'clustering' condition, limn → ∞[1 -F(n + 1)]/[1 - F(n)] = 0. In this article, we generalize Anderson's result and show that it is robust by proving that, for any r ≥ 0, the sample maximum and other extremes asymptotically cluster on r + 2 values if and only if limn → ∞ [1 - F(n + r + 1)]/[1 - F(n)] = 0. Together with previous work which considered other asymptotic properties of these sample extremes, a more detailed asymptotic clustering structure for discrete order statistics is presented.
Original language | English (US) |
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Pages (from-to) | 226-241 |
Number of pages | 16 |
Journal | Journal of Applied Probability |
Volume | 40 |
Issue number | 1 |
DOIs | |
State | Published - Mar 2003 |
Externally published | Yes |
Keywords
- Asymptotics
- Clustering
- Extremes
- Law of large numbers
- Order statistics
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty