ON LIMITING DISTRIBUTIONS OF ORDER STATISTICS WITH VARIABLE RANKS FROM EXCHANGEABLE SEQUENCES
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Graphical Abstract
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Abstract
Let X1,n …,XN,n be a segment of an infinite sequence of exchangeable random variables, X1,n*≤…≤XN,n* be its order statistics, and N=N(n) be a random variable which is independently distributed of the X's, n=1, 2,…. The limit distribution of XN-kn+1m*, different from classical results, is obtained when kn·n-δ→α(0<α<∞,0<δ<∞)
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