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Asymptotic Distributions of Order Statistics and Record Values Under the Marshall-Olkin Parametrization Operation
Faculty
Not Specified
Year:
2009
Type of Publication:
Article
Pages:
2267-2273
Authors:
Barakat, H. M, Ghitany, M. E, Al-Hussaini, E. K
DOI:
10.1080/03610920802361373
Journal:
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS TAYLOR \& FRANCIS INC
Volume:
38
Research Area:
Mathematics
ISSN
ISI:000269145800011
Keywords :
Asymptotic distributions, Domain of attraction, Extremes, Records, Order statistics, Weak convergence
Abstract:
The Marshall and Olkin (1997) parametrization operation is given by F(alpha) = P(alpha)(F(1)) = F(1)/alpha+(alpha) over barF(1) where F(1) is a given distribution function and alpha > 0, (alpha) over bar = 1 - alpha. In this article, we show that both F(alpha) = P(alpha)(F(1)) and the generating distribution F(1) belong to the same domain of maximal (minimal) (upper record value) (lower record value) attraction. Moreover, it is shown that the weak convergence of any non extreme order statistic (order statistic with variable rank) based on F(1), under given normalizing constants, to a non degenerate limit type implies that the same non extreme order statistic based on the family F(alpha) = P(alpha)(F(1)), alpha not equal 1, under the same normalizing constants, does not converge to any non degenerate distribution and vice versa.
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