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On the asymptotic independence of numbers of...
Journal article

On the asymptotic independence of numbers of observations near order statistics

Abstract

In this paper, we consider the numbers of observations in two-sided neighbourhoods of the kth and (n−r)th order statistics from a sample of size n and show that they are asymptotically independent as n→∞. We also establish a result that generalizes all the existing results regarding the asymptotic independence of numbers of observations in the left and right neighbourhoods of order statistics. Finally, we consider the limiting joint behaviour of numbers of observations in the neighbourhoods of s central order statistics and establish that they are asymptotically independent.

Authors

Dembińska A; Balakrishnan N

Journal

Statistics, Vol. 44, No. 5, pp. 517–528

Publisher

Taylor & Francis

Publication Date

August 25, 2010

DOI

10.1080/02331880903194521

ISSN

0233-1888

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