THE ASYMPTOTIC DISTRIBUTION OF A CLUSTER-INDEX FOR IID NORMAL RANDOM VARIABLES

• 成果类型: Article
• 署名作者: Yatracos, Yannis G.
• 署名单位: National University of Singapore
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/08-AAP553
• 发表日期: 2009
• 页码: 585-595
• 关键词: maximal uniform spacings; bounds

摘要

In a sample variance decomposition, with components functions of the sample's spacings, the largest component (I) over tilde (n) is used in cluster detection. It is shown for normal samples that the asymptotic distribution of (I) over tilde (n) is the Gumbel distribution.