On asymptotic distributions of exceedance statistics

Ozkaya Turhan N.

Journal of Computational and Applied Mathematics, cilt.236, sa.9, ss.2259-2267, 2012 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 236 Sayı: 9
  • Basım Tarihi: 2012
  • Doi Numarası: 10.1016/j.cam.2011.11.014
  • Dergi Adı: Journal of Computational and Applied Mathematics
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.2259-2267
  • Anahtar Kelimeler: Exact and asymptotic distribution, Exceedance statistics, Order statistics, Random threshold
  • Ankara Üniversitesi Adresli: Evet

Özet

In this study, two independent samples X 1, X 2, ⋯,X n and Y 1,Y 2,⋯,Y m with respective distribution functions F and Q are considered. The joint asymptotic distributions of exceedance statistics defined as the number of Y observations falling into a random interval of order statistics constructed from the X sample is investigated. The results can be used in the context of a two-sample problem. © 2011 Elsevier B.V. All rights reserved.