RUS  ENG
Full version
JOURNALS // Informatika i Ee Primeneniya [Informatics and its Applications] // Archive

Inform. Primen., 2014 Volume 8, Issue 3, Pages 3–11 (Mi ia321)

This article is cited in 2 papers

On conditions of convergence of the distributions of extremal order statistics to the Weibull distribution

V. Yu. Korolevab, I. A. Sokolova

a Institute of Informatics Problems, Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
b Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, M. V. Lomonosov Moscow State University, 1-52 Leninskiye Gory, Moscow 119991, GSP-1, Russian Federation

Abstract: Some product representations are obtained for random variables with the Weibull distribution by stable random variables. These results are used to describe the conditions providing convergence of the distributions of linearly transformed minimum order statistics in samples with random sizes to the Weibull distribution. The presented results broaden traditional conceptions concerning conditions of convergence of extremal order statistics to the Weibull distribution and give additional theoretical explanation for high adequacy of the Weibull distribution in lifetime data analysis, in particular, in reliability theory.

Keywords: Weibull distribution; exponential distribution; Rayleigh distribution; strictly stable distribution; sample with random size.

Received: 31.07.2014

DOI: 10.14375/19922264140301



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025