Limit distributions of the minimax of independent identically distributed random variables
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- by Herman Chernoff and Henry Teicher PDF
- Trans. Amer. Math. Soc. 116 (1965), 474-491 Request permission
Abstract:
The class of limiting distributions of the normalized minimax (or maximin) of independent identically distributed random variables is obtained and the domains of attraction of the three limiting types are characterized. Asymptotic independence of the minimax and maximin is also demonstrated.References
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Additional Information
- © Copyright 1965 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 116 (1965), 474-491
- MSC: Primary 60.30
- DOI: https://doi.org/10.1090/S0002-9947-1965-0185640-3
- MathSciNet review: 0185640