The Annals of Applied Probability

The asymptotic distribution of a cluster-index for i.i.d. normal random variables

Yannis G. Yatracos

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Abstract

In a sample variance decomposition, with components functions of the sample’s spacings, the largest component Ĩn is used in cluster detection. It is shown for normal samples that the asymptotic distribution of Ĩn is the Gumbel distribution.

Article information

Source
Ann. Appl. Probab., Volume 19, Number 2 (2009), 585-595.

Dates
First available in Project Euclid: 7 May 2009

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1241702242

Digital Object Identifier
doi:10.1214/08-AAP553

Mathematical Reviews number (MathSciNet)
MR2521880

Zentralblatt MATH identifier
1166.60030

Subjects
Primary: 60F05: Central limit and other weak theorems

Keywords
Extreme values spacings Gumbel distribution

Citation

Yatracos, Yannis G. The asymptotic distribution of a cluster-index for i.i.d. normal random variables. Ann. Appl. Probab. 19 (2009), no. 2, 585--595. doi:10.1214/08-AAP553. https://projecteuclid.org/euclid.aoap/1241702242


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