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On the relationship between convergence in distribution and convergence of expected extremes
Author(s):
Theodore P.
Hill;
M. C.
Spruill
Journal:
Proc. Amer. Math. Soc.
121
(1994),
1235-1243.
MSC:
Primary 60F99;
Secondary 60G70
Errata:
Proc. Amer. Math. Soc. 128 (2000), 625-626.
MathSciNet review:
1195722
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Abstract:
It is well known that the expected values , of the k-maximal order statistics of an integrable random variable X uniquely determine the distribution of X. The main result in this paper is that if , is a sequence of integrable random variables with for all , then there exists a random variable X with for all and if and only if , in which case the collection is also uniformly integrable. In addition, it is shown using a theorem of Müntz that any subsequence , satisfying uniquely determines the law of X.
References:
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- J. Galambos, The asymptotic theory of extreme order statistics, Wiley, New York, 1978. MR 489334 (80b:60040)
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- C. Müntz, Über den approximationssatz von Weierstrass, Schwartz-Festschrift, 1914.
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Additional Information:
DOI:
10.1090/S0002-9939-1994-1195722-9
PII:
S0002-9939-1994-1195722-9
Keywords:
Convergence in distribution,
convergence of expected extremes,
maximal order statistics,
Müntz's theorem,
extreme value-theory
Copyright of article:
Copyright
1994,
American Mathematical Society
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