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2015 / March Volume 10 No.1
Strong laws for ratios of order statistics from exponentials
Published Date
2015 / March
Title
Strong laws for ratios of order statistics from exponentials
Author
André Adler
Keyword
almost sure convergence, order statistics, regular variation, strong laws of large numbers, almost sure convergence, order statistics, regular variation, strong laws of large numbers
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Pagination
101-111
Abstract
The random variables examined are independent and identically distributed expo- nentials. The mean of these random variables can change from sample to sample. Within each sample we observe the ratio of various order statistics. Then we establish strong laws for these ratios. The most important statistic is the ratio of the two smallest order statistics within each sample. The distribution of this statistic is very interesting. It has infinite mean, but barely, which produces a very unusual strong law.
AMS Subject
Classification
60F15
Received
2014-03-31
Accepted
2014-03-31
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