A Brownian Bridge Connected with Extreme Values

reportActive / Technical Report | Accession Number: ADA201054 | Open PDF

Abstract:

A stochastic process formed from the intermediate order statistic is shown to converge to a Brownian bridge under conditions that strengthen the domain of attraction conditions fro extreme-value distributions. Keywords Random variables Distribution functions.

Author(s):
De Haan, L.
Author Organization(s):
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
Descriptive Note:
Technical rept. 1 Sep 1988-31 Aug 1989
Supplementary Note:
DOI: 10.21236/ADA201054
Pagination:
0016

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release, Document Partially Illegible
Distribution Statement:
Approved For Public Release; Distribution Is Unlimited. Document Partially Illegible.

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-241, AFOSR-TR-88-1195
Contract/Grant Number(s):
F49620-85-C-0144
Task Number(s):
A6
Project Number(s):
2304
Monitor Series:
TR-88-1195, AFOSR
 Subject Terms
Joint Capability Areas:
JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_1.2.3_Educating
Modernization Areas:
Directed Energy
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
*STOCHASTIC PROCESSES, *ORDER STATISTICS, DISTRIBUTION FUNCTIONS, VALUE, RANGE(EXTREMES), RANDOM VARIABLES, REPRINTS, CONVERGENCE
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
PE61102F, WUAFOSR2304A6
Report Date:
1988 Sep 01