On the asymptotics of numbers of observations in random regions determined by order statistics

In this paper, we consider random variables counting numbers of observations that fall into regions determined by extreme order statistics and Borel sets. We study multivariate asymptotic behavior of these random variables and express their joint limiting law in terms of independent multinomial and negative multinomial laws. First, we give our results for samples with deterministic size; next we explain how to generalize them to the case of randomly indexed samples.

► We consider numbers of observations in regions determined by extreme order statistics. ► We derive multivariate limit laws of these numbers. ► First, we give results for samples with deterministic size. ► Next we generalize them to the case of randomly indexed samples.