Article ID Journal Published Year Pages File Type
1152840 Statistics & Probability Letters 2009 8 Pages PDF
Abstract
In this paper we derive limit theorems of some general functions of independent and identically distributed random variables. A stability property is used to derive the limit theory for general functions. A procedure followed in de Haan (1976) and Leadbetter et al. (1983) is used to prove the main result. The limit theorems for the maximum, minimum and sum of fixed sample sizes and random sample sizes are derived as special cases of the main result.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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