Accession Number:

AD0256977

Title:

THE ASYMPTOTIC INDEPENDENCE OF THE SAMPLE QUANTILE AND THE SAMPLE EXTREME VALUE

Descriptive Note:

Corporate Author:

COLUMBIA UNIV NEW YORK COLL OF PHYSICIANS AND SURGEONS

Personal Author(s):

Report Date:

1961-12-01

Pagination or Media Count:

1.0

Abstract:

The purpose of this paper is to prove under very general conditions that the sample quantile and the sample extreme value are asymptotically independent. This supplements the well-known facts that any two sample quantiles have a limiting bivariate normal distribution, and that the upper extreme and lower extreme are asymptotically independent H. Cramer. Mathematical Methods of Statistics, 1946. pp. 367-378. Author

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Distribution Statement:

APPROVED FOR PUBLIC RELEASE