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arXiv:0906.2334 [math.PR]AbstractReferencesReviewsResources

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

Yannis G. Yatracos

Published 2009-06-12Version 1

In a sample variance decomposition, with components functions of the sample's spacings, the largest component $\tilde{I}_n$ is used in cluster detection. It is shown for normal samples that the asymptotic distribution of $\tilde{I}_n$ is the Gumbel distribution.

Comments: Published in at http://dx.doi.org/10.1214/08-AAP553 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Journal: Annals of Applied Probability 2009, Vol. 19, No. 2, 585-595
Categories: math.PR
Subjects: 60F05
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