Asymptotic Distribution of the Normal Sample Range

Authors
Matthews, Peter C. Rukhin, Andrew L.
Citation
C. Matthews, Peter et L. Rukhin, Andrew, Asymptotic Distribution of the Normal Sample Range, Annals of applied probability , 3(2), 1993, pp. 454-466
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
3
Issue
2
Year of publication
1993
Pages
454 - 466
Database
ACNP
SICI code
Abstract
For a spherically symmetric multivariate normal random sample, the asymptotic distribution of the largest interpoint Euclidean distance is derived. The number of interpoint distances exceeding a high level is shown to have a limiting Poisson distribution.