LIU Jichun, SU Mingli. THE ASYMPTOTIC INDEPENDENCE OF THE MAXIMA AND THE MINIMU OF MULTIVARIATE RANDOM VARIABLE SEQUENCES[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(1): 29-34.
Citation:
LIU Jichun, SU Mingli. THE ASYMPTOTIC INDEPENDENCE OF THE MAXIMA AND THE MINIMU OF MULTIVARIATE RANDOM VARIABLE SEQUENCES[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(1): 29-34.
LIU Jichun, SU Mingli. THE ASYMPTOTIC INDEPENDENCE OF THE MAXIMA AND THE MINIMU OF MULTIVARIATE RANDOM VARIABLE SEQUENCES[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(1): 29-34.
Citation:
LIU Jichun, SU Mingli. THE ASYMPTOTIC INDEPENDENCE OF THE MAXIMA AND THE MINIMU OF MULTIVARIATE RANDOM VARIABLE SEQUENCES[J]. Chinese Journal of Applied Probability and Statistics, 1994, 10(1): 29-34.
THE ASYMPTOTIC INDEPENDENCE OF THE MAXIMA AND THE MINIMU OF MULTIVARIATE RANDOM VARIABLE SEQUENCES
LetXn=(X1n,X2n,…,Xmn,n≥1 be i.i.d. m-dimensional random Vector Sequence, Zin=maxXi1,Xi2,…,Xin,Win=minXi1,Xi2,…,Xin,1≤i≤m,Zn=(Z1n,Z2n,…,Zmn),Wn=(W1n,W2n…,Wmn).The necessary and sufficient conditions are found for the asymptotic independence of Zn and Wn.
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