Results 1 to 2 of 2

Math Help - limiting distribution

  1. #1
    Junior Member
    Joined
    Oct 2009
    Posts
    32

    limiting distribution

    Good morning. Please can you help me to solve this exercise?. I must to use limiting distribution and change of variable. Thank you my friend.
    Let Yn denote the nth order statistic, with Yn=qXn:n ln(n), of a random sample X1,X2,..Xn from a exponential distribution Xi~exp(q). Find the limiting distribution of Yn.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    Isn't Xn:n the nth order stat, which is the max?
    and then Yn=qXn:n – ln(n)?

    Start with the distribution of the max, then make that basic transformation and look at the result.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Limiting distribution = Initial Distribution MC
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: February 16th 2011, 10:17 PM
  2. limiting distribution
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: June 30th 2010, 03:33 PM
  3. Limiting distribution involving chi square distribution
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: October 20th 2009, 04:22 PM
  4. What are the Limiting Distribution and Limiting Probabilities
    Posted in the Advanced Statistics Forum
    Replies: 4
    Last Post: April 3rd 2009, 12:49 PM
  5. Limiting Distribution
    Posted in the Advanced Statistics Forum
    Replies: 8
    Last Post: March 23rd 2009, 06:01 PM

Search Tags


/mathhelpforum @mathhelpforum