IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v45y2016i11p3274-3282.html
   My bibliography  Save this article

On variances and covariances of a kind of extreme order statistics

Author

Listed:
  • Jinliang Wang
  • Changshou Deng
  • Jiangfeng Li
  • Mingfa Zhou

Abstract

For a random sample from a population with a continuous density function over its bounded support, when the sample size turns to infinity, we explore the uniform integrability of normalized extreme order statistics, for which we obtain limit equivalent expressions of variances. Moreover, we prove that the covariance of the minimum and the maximum of the sample can be bounded by two expressions that are same order infinitesimals. Examples with simulated results are provided to demonstrate the application of our theorems.

Suggested Citation

  • Jinliang Wang & Changshou Deng & Jiangfeng Li & Mingfa Zhou, 2016. "On variances and covariances of a kind of extreme order statistics," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(11), pages 3274-3282, June.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:11:p:3274-3282
    DOI: 10.1080/03610926.2014.901373
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2014.901373
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2014.901373?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:45:y:2016:i:11:p:3274-3282. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.