Limit theorems for random maximum of independent and non-identically distributed random vectors |
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| Authors: | H M Barakat E M Nigm M A Al-Awady |
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| Institution: | 1. Department of Mathematics, Faculty of Science , Zagazig University , Zagazig , Egypt hbarakat2@yahoo.com;3. Department of Mathematics, Faculty of Science , Zagazig University , Zagazig , Egypt |
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| Abstract: | In this paper, we study the weak convergence of the random maximum of independent and non-identical random vectors. When the random sample size is assumed to be independent of the basic variables and its distribution function is assumed to converge weakly to a non-degenerate limit, the necessary and sufficient conditions for the weak convergence of the random maximum are derived. An illustrative example is given. |
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| Keywords: | weak convergence random sample size non-identical random vector random maximum vector |
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