On asymptotic distributions of exceedance statistics

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摘要

In this study, two independent samples X1,X2,…,Xn and Y1,Y2,…,Ym with respective distribution functions F and Q are considered. The joint asymptotic distributions of exceedance statistics defined as the number of Y observations falling into a random interval of order statistics constructed from the X sample is investigated. The results can be used in the context of a two-sample problem.

论文关键词:Exceedance statistics,Order statistics,Exact and asymptotic distribution,Random threshold

论文评审过程:Received 15 March 2011, Revised 5 September 2011, Available online 25 November 2011.

论文官网地址:https://doi.org/10.1016/j.cam.2011.11.014