Journal article
Asymptotic properties of the ratio of order statistics
Abstract
Let X1,n⩽X2,n⩽⋯⩽Xn,n be the order statistics obtained from a sample from a continuous distribution and Zi,j,n=Xj,n/Xi,n be the ratio of order statistics. In this paper, asymptotic properties of Zi,j,n are discussed. Specifically, we make use of the theory of regular variation to derive weak and strong limit results for Zi,j,n.
Authors
Balakrishnan N; Stepanov A
Journal
Statistics & Probability Letters, Vol. 78, No. 3, pp. 301–310
Publisher
Elsevier
Publication Date
February 2008
DOI
10.1016/j.spl.2007.08.001
ISSN
0167-7152