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

Authors
Yatracos, Yannis G.
Citation
G. Yatracos, Yannis, The asymptotic distribution of a cluster-index for i.i.d. normal random variables, Annals of applied probability , 19(2), 2009, pp. 585-595
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
19
Issue
2
Year of publication
2009
Pages
585 - 595
Database
ACNP
SICI code
Abstract
In a sample variance decomposition, with components functions of the sample.s spacings, the largest component .n is used in cluster detection. It is shown for normal samples that the asymptotic distribution of .n is the Gumbel distribution.