The trivariate extremes based on a random sample size

Faculty Science Year: 2004
Type of Publication: Article Pages: 83-92
Authors:
Journal: ARABIAN JOURNAL FOR SCIENCE AND ENGINEERING KING FAHD UNIV PETROLEUM MINERALS Volume: 29
Research Area: Science \& Technology - Other Topics ISSN ISI:000221755500007
Keywords : weak convergence, order statistics, trivariate extremes, random sample size    
Abstract:
In this paper, the class of the limit distribution functions (d.f.'s) of the trivariate extreme order statistics (upper-upper-upper (u-u-u), or upper-upper-lower (u-u-1)) with random sample size, which is assumed to be independent of all basic random variables (r.v.'s), is fully characterized. The necessary and sufficient conditions for the weak convergence (->(w)) of the distributions of the trinal vectors of the extremes with random sample sizes are obtained. Finally, an illustrative example is given.
   
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