(a) Show that if in the normalization procedure (2 4 4), we divide by (cn) 1 , then the limiting distribution will be the distribution (b) Let X 1 , ,X n have the distributions respectively Show that then max X 1 , ,X n has the distribution with c c 1 c n One may say that is stable with respect to ...

a Let Ye be a rv having the df Gcax expcxa If in 24 ...

(a) Show that if in the normalization procedure (2.4.4), we divide by (cn) 1/ , then the...

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(a) Show that if in the normalization procedure (2.4.4), we divide

by (cn)^1/α, then the limiting distribution will be the distribution

(b) Let X₁, ...,X_n have the distributions

respectively. Show that then max{X₁, ...,X_n} has the distribution

with c = c₁ +...+c_n. One may say that

is stable with respect to maximization.

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Probability And Stochastic Modeling

ISBN: 9781439872062

1st Edition

Authors: Vladimir I. Rotar

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Question Posted: Jan 11, 2024 09:01 AM

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(a) Show that if in the normalization procedure (2.4.4), we divide by (cn) 1/ , then the...

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