論文

査読有り
2014年

A numerical characteristic of extreme values

STATISTICS AND ITS INTERFACE
  • Takaaki Shimura

7
3
開始ページ
375
終了ページ
379
記述言語
英語
掲載種別
研究論文(学術雑誌)
出版者・発行元
INT PRESS BOSTON, INC

A numerical characteristic of large random numbers is studied. Let F be a distribution on the real numbers with infinite endpoint. X denotes a random variable with distribution F. Consider the transformation for a decimal number d(1)d(2)d(3) ... d(n).d(n+1) ... in [10(n-1), 10(n)) to 0.d(2)d(3) ... in [0, 1). We are interested in the distribution of transformed X for large X, which implies the behavior of the large random number except the first figure. It is shown that the distribution of transformed X conditioned by the first figure converges as X becomes large for most distributions. Moreover, it turns out that the limit distribution depends on the tail behavior of F and the first figure. A similar problem for distributions with finite endpoints is also considered. In this case, the distance until the endpoint is a matter of concern and parallel results to the ones for infinite endpoint case are given.

リンク情報
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000342547400008&DestApp=WOS_CPL
ID情報
  • ISSN : 1938-7989
  • eISSN : 1938-7997
  • Web of Science ID : WOS:000342547400008

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