关于可交换随机变量序列中极大值和极小值的位置

IF 0.4 Q4 STATISTICS & PROBABILITY
D. Ferger
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引用次数: 0

摘要

我们证明了对于可交换随机变量的有限序列,最大值和最小值的位置与每个对称事件无关。特别是,它们在没有对角线的网格上均匀分布。此外,对于无穷序列,我们证明了极值及其位置是渐近独立的。这里,与经典方法相反,我们不使用仿射线性变换。此外,还展示了如何在极值统计中使用新的转换。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the locations of maxima and minima in a sequence of exchangeable random variables
We show for a finite sequence of exchangeable random variables that the locations of the maximum and minimum are independent from every symmetric event. In particular they are uniformly distributed on the grid without the diagonal. Moreover, for an infinite sequence we show that the extrema and their locations are asymptotically independent. Here, in contrast to the classical approach we do not use affine-linear transformations. Moreover it is shown how the new transformations can be used in extreme value statistics.
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来源期刊
CiteScore
1.30
自引率
0.00%
发文量
22
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