Please use this identifier to cite or link to this item: 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
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