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Limit theory of generalized order statistics
Authors:HM Barakat
Institution:Faculty of Science, Department of Mathematics, Zagazig University, Zagazig, Egypt
Abstract:Generalized order statistics (gos) were introduced by Kamps 1995. A Concept of Generalized Order Statistics. Teubner, Stuttgart] to unify several models of ordered random variables (rv's), e.g., (ordinary) order statistics (oos), records, sequential order statistics (sos). In a wide subclass of gos that includes oos and sos, the possible limit distribution functions (df's) of the maximum gos are obtained in Nasri-Roudsari 1996. Extreme value theory of generalized order statistics. J. Statist. Plann. Inference 55, 281–297]. In this paper, for this subclass, necessary and sufficient conditions of weak convergence, as well as the form of the possible limit df's of extreme, intermediate and central gos are derived. These results are extended to a wider subclass.
Keywords:Primary 60F05  62E20  Secondary 62E15  62G30
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