Article ID Journal Published Year Pages File Type
4639786 Journal of Computational and Applied Mathematics 2012 9 Pages PDF
Abstract

In this study, two independent samples X1,X2,…,XnX1,X2,…,Xn and Y1,Y2,…,YmY1,Y2,…,Ym with respective distribution functions FF and QQ are considered. The joint asymptotic distributions of exceedance statistics defined as the number of YY observations falling into a random interval of order statistics constructed from the XX sample is investigated. The results can be used in the context of a two-sample problem.

► Different random thresholds are considered. ► Their exact distribution functions are obtained. ► Asymptotic properties are investigated. ► Tables are given for different levels.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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