Skip to main content
Log in

Continuation theorems of the extremes under power normalization

  • Published:
Journal of Applied Mathematics and Computing Aims and scope Submit manuscript

Abstract

In this paper an important stability property of the extremes under power normalizations is discussed. It is proved that the restricted convergence of the power normalized extremes on an arbitrary nondegenerate interval implies the weak convergence. Moreover, this implication, in an important practical situation, is obtained when the sample size is considered as a random variable distributed geometrically with meann.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. B. C. Arnold, N. Balakrishnan, and H. N. Nagaraja,A first course in order statistics, John Wiley Sons Inc, 1992.

  2. H. M. Barakat,On the continuation of the limit distribution of the extreme and central terms of a sample, Test The Journal of the Spanish Society of Statistics and Operations Research, Vol. 6(1997), No. 2, 351–368.

    MATH  MathSciNet  Google Scholar 

  3. H. M. Barakat,New versions of the extremal types theorem, South African Statist. J., Vol. 34(2000), No. 1, 1–20.

    MATH  MathSciNet  Google Scholar 

  4. H. M. Barakat, and E. M. Nigm,Extreme order statistics under power normalization and random sample size, Kuwait Journal of Science and Engineering, Vol. 29(2002), No. 1, 27–41.

    MathSciNet  Google Scholar 

  5. H. M. Barakat, and B. Ramchandran,Continuability/Identifiability of local weak limits for certain normalized intermediote/central rank sequences of order statistics, Journal of Indian Statist. Assoc, Vol. 39(2001), 1–31.

    Google Scholar 

  6. G. Christoph, and M. Falk,A note on domains of attraction of p-max stable laws, Statistics & Probability Letters, Vol. 28(1996) 279–28.

    Article  MATH  MathSciNet  Google Scholar 

  7. L. de Haan,On regular variation and its application to the week convergence of sample extremes, Mathematisch Centrum, Amsterdam, (1970).

    Google Scholar 

  8. L. de Haan,A form of regular variation and its application to the domain of attraction of the double exponential distribution, Z. Wahrsch. Verw. Gebiete, Vol. 17(1971), 241–258.

    Article  MATH  Google Scholar 

  9. W. Feller,An introduction to probability theory and its applications, John Wiley Sons. Inc. (Wiley Eastern University edition), Vol. 2(1979).

  10. B. V. Gnedenko,Sur la distribution limit du treme maximum d'une serie aleatoric, Ann. Math., Vol. 44(1943), 423–453.

    Article  MathSciNet  Google Scholar 

  11. B. V. Gnedenko, and D. V. Gnedenko,On the Laplace and logistic distribution as limit in the theory of probability, Serdika, Bolgarska Math., (in Russian), Vol. 8(1982) 229–234.

    MATH  MathSciNet  Google Scholar 

  12. B. V. Gnedenko, and L. Senusi Bereksi,On one characteristic of logistic distribution, Dokl. Akad. Nauk. USSR., Vol. 267(1982a), No. 6, 1293–1295.

    Google Scholar 

  13. B. V. Gnedenko, and L. Senusi Bereksi,On one characteristic of the limit distributions for the maximum and minimum of variational series, Dokl. Akad. Nauk. USSR, Vol. 267(1982b), No. 5, 1039–1040.

    Google Scholar 

  14. B. V. Gnedenko, and L. Senusi Bereksi,On the continuation property of the limit distributions of maxima of variational series, Vestnik. Moskov. Univ. Ser. Mat. Mch. Translation Moscow Univ. Matin. Bull. Moscow University. Mathematics Bulletin (New York), (1983), No. 3, 11–20.

  15. B. V. Gnedenko, and A. A. Sherif,limit theorems for the extreme terms of a variational series, Dokl. Akad. Nauk. USSR., Vol. 270(1983), No. 3, 523–523.

    MathSciNet  Google Scholar 

  16. B. V. Gnedenko, H. M. Barakat, and S. Z. Hemeda,On the continuation of the convergence of the joint distribution of members of variational series, Dokl. Akad. Nauk. USSR., (1985), No. 5, 1039–1040.

    Google Scholar 

  17. M. R. Leadbetter, G. Lindgren, and H. Rootzén,Extremes and related properties of random sequences and processes, Springer Verlag, (1983).

  18. N. R. Mohan, and S. Ravi,Max domains of attraction of univariate and multivariate p-max stable laws, Theory Prob. Appl., Vol. 37(1992), 632–643.

    Article  MathSciNet  Google Scholar 

  19. E. Pantcheva,Limit theorems for extreme order statistics under nonlinear normalization Lecture Notes in Math, (1985), No. 1155, 284–309.

    Article  MathSciNet  Google Scholar 

  20. M. A. Riedel,A new version of the central limit theorem, Theory Probab. Appl., Vol. 22(1977), No. 1, 187.

    Article  MathSciNet  Google Scholar 

  21. H. J. Rossberg,On a problem of Kolmogorov concerning the Normal distribution, Theory Probab. Appl., Vol. 19(1974).

  22. H. J. Rossberg,Limit theorems involving restricted convergence, Theory Probab. Appl., Vol. 39(1995), No. 2, 298–314.

    MathSciNet  Google Scholar 

  23. N. V. Smirnov,Limit distributions for the terms of a variational series, Original Russian in Trudy Math. Inst. Steklov, Vol. 25(1949), 1–6. Translated by Amer. Math. Soc. Tran., Vol. 67(1952), No. 16.

    Google Scholar 

  24. U. R. Subramanya,On max domains of attraction of univariate p-max stable laws, Statistics & Probability Letters, Vol. 19(1994), 271–279.

    Article  MATH  MathSciNet  Google Scholar 

  25. S. B. Weinstein,Theory and application of some classical and generalized asymptotic distributions of extreme values, IEEE Trans. Information Theory IT-19(1973), No. 2, 148–154.

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to H. M. Barakat.

Additional information

Haroon Mohoumed Barakat received his BS from Alexa. University, Egypt 1976. His Ph. D. in Math. Statist. Moscow State University, Moscow 1986. Since 1986 he has been at the University of Zagazig. In 1998, he received a Professor from Zagazig Univ. In 1999, he was awarded the Egyptian Encouraging State Prize in Mathematics. In 2001, he was awarded the best paper prize in mathematics. His research interests focus on order statistics.

El-Sayed Mahsoub Nigm received his BS from Zagazig University, Egypt 1983. His Ph. D. in math. statist. Zagazig Univ., Egypt 1990. Since 1983 he has been at the University of Zagazig. In 2001, he received assist. Professor from Zagazig Univ. In 2001, he was awarded the best paper prize in mathematics. His research interests focus, on order statistics.

Magdy El-Sayed El-Adll received his BS from Mansoura University, Egypt 1988. His M.Sc. in math. statist. Mansoura Univ., Egypt 1996. Since 1997, he has been at the University of Helwan. In 1997, he received assist. Lecturer from Helwan Univ. His research interests focus on order statistics.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Barakat, H.M., Nigm, E.M. & El-Adll, M.E. Continuation theorems of the extremes under power normalization. JAMC 10, 1–15 (2002). https://doi.org/10.1007/BF02936201

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02936201

AMS Mathematics Subject Classification

Key words and phrases

Navigation