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https://hdl.handle.net/20.500.14279/1143| Title: | The asymptotic distribution of a cluster-index for i.i.d. normal random variables | Authors: | Yatracos, Yannis G. | Major Field of Science: | Natural Sciences | Field Category: | Mathematics | Keywords: | Extreme values;Gumbel distribution;Spacings | Issue Date: | Apr-2009 | Source: | Annals of Applied Probability, 2009, vol. 19, no. 2, pp. 585-595 | Volume: | 19 | Issue: | 2 | Start page: | 585 | End page: | 595 | Journal: | Annals of Applied Probability | Abstract: | In a sample variance decomposition, with components functions of the sample's spacings, the largest component Ĩn is used in cluster detection. It is shown for normal samples that the asymptotic distribution of Ĩn is the Gumbel distribution. | URI: | https://hdl.handle.net/20.500.14279/1143 | ISSN: | 21688737 | DOI: | 10.1214/08-AAP553 | Rights: | © Wiley | Type: | Article | Affiliation: | Cyprus University of Technology | Affiliation : | National University of Singapore |
| Appears in Collections: | Άρθρα/Articles |
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