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