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https://doi.org/10.1214/08-AAP553
| Title: | the asymptotic distribution of a cluster-index for I.I.D. normal random variables | Authors: | Yatracos, Y.G. | Keywords: | Extreme values Gumbel distribution. Spacings |
Issue Date: | Apr-2009 | Citation: | Yatracos, Y.G. (2009-04). the asymptotic distribution of a cluster-index for I.I.D. normal random variables. Annals of Applied Probability 19 (2) : 585-595. ScholarBank@NUS Repository. https://doi.org/10.1214/08-AAP553 | Abstract: | In a sample variance decomposition, with components functions of the sample's spacings, the largest component Ĩn is used in cluster detection. It is shown for normal samples that the asymptotic distribution of Ĩn is the Gumbel distribution. © Institute of Mathematical Statistics, 2009. | Source Title: | Annals of Applied Probability | URI: | http://scholarbank.nus.edu.sg/handle/10635/105409 | ISSN: | 10505164 | DOI: | 10.1214/08-AAP553 |
| Appears in Collections: | Staff Publications |
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