可换序列上、下极值的联合渐近分布  

THE JOINT ASYMPTOTIC DISTRIBUTIONS OF UPPER AND LOWER EXTREMES IN EXCHANGEABLE SEQUENCES

作　　者：杨永信[1] 

机构地区：[1]东北师范大学

出　　处：《应用数学学报》1990年第1期99-110,共12页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金

摘　　要：<正> 设X_(j,n),1≤j≤N,n=1,2,… 为一r.v.三角阵,X_(1,n),…,X_(N,n)的顺序统计量为 X_(1,n)~*≤X_(2,n)~*≤… ≤X_(N,n)~* [1]考虑了两种情况:(i)N=n,X_(1,n),…,X_(n,n)为可换r.v.无穷序列的一段及(ii)X_(1,n),…,X_(N,n)为i.i.d.r.v.,N=N(n,ω) 为与这些X_(j,n)独立的正整值r.v.。The extremes of a random number of exchangeable random variables are considered. Thenecessary conditions and the sufficient conditions for the existence of joint asymptotic distribu-tions of upper and lower extremes are obtained. The concrete forms of the limit distribu-tions are given.

关 键 词：可换序列 极值 联合渐近分布 

分 类 号：O211.3[理学—概率论与数理统计]