Asymptotic distribution of the normal sample range

DOI10.1214/aoap/1177005433zbMath0787.62021OpenAlexW2070478189MaRDI QIDQ687704

Peter C. Mathews, Andrew. L. Rukhin

Publication date: 28 October 1993

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005433

zbMATH Keywords

spherically symmetricmultivariate normal random samplenormal sample rangePoisson limit distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Limit theorems in probability theory (60F99)

Related Items (10)

Limiting distributions for the maximum of a symmetric function on a random point set ⋮ Limit laws for the diameter of a set of random points from a distribution supported by a smoothly bounded set ⋮ Asymptotic distribution of the maximum interpoint distance in a sample of random vectors with a spherically symmetric distribution ⋮ Extremal random beta polytopes ⋮ Gaussian polytopes: variances and limit theorems ⋮ Asymptotic expansion of Gaussian chaos via probabilistic approach ⋮ \(U\)-max-statistics ⋮ Limit theorems for diameter of a random sample in the unit ball ⋮ The Kotz-type distribution with applications ⋮ Asymptotic distribution of the maximum interpoint distance for high-dimensional data

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