Asymptotics of Maxima of Discrete Random Variables View Full Text


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Article Info

DATE

2002-09

AUTHORS

Saralees Nadarajah, Kosto Mitov

ABSTRACT

If X1, X2,..., Xn are independent and identically distributed discrete random variables and Mn=max (X1,..., Xn) we examine the limiting behavior of (Mn−b(n))/a(n) as n → ∞. It is well known that for discrete distributions such as Poisson and geometric the limiting distribution is not non-degenerate. However, by tuning the parameters of the discrete distribution to vary as n → ∞, it is possible to obtain non-degenerate limits for (Mn−b(n))/a(n). We consider four families of discrete distributions and show how this can be done. More... »

PAGES

287-294

Journal

TITLE

Extremes

ISSUE

3

VOLUME

5

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1023/a:1024081112501

DOI

http://dx.doi.org/10.1023/a:1024081112501

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1020021561


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