LIMIT DISTRIBUTIONS OF THE MINIMAX OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES.
Technical rept. no. 50,
STANFORD UNIV CALIF
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The class of limiting distributions of the normalized minimax or maximin of independent identically distributed random variables is obtained and the domains of attraction of the three limiting types are characterized. Asymptotic independence of the minimax and maximin is also demonstrated. Author
- Statistics and Probability