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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1971 Volume 16, Issue 1, Pages 118–131 (Mi tvp1973)

The limit distribution of the extreme terms of the variational series under the large deviation type conditions for the sample mean .

A. V. Nagaev

Tashkent

Abstract: Let $x_1,\dots x_n$ be independent observations of a random variable $\xi$, $\underline x=\min\limits_{1\le i\le n}x_i$, $\overline x=\max\limits_ {1\le i\le n}x_i$. Some theorems are proved concerning the distribution of $\underline x$ and $\overline x$ under the condition that the sum $x_1+\dots+x_n$ is large.

Received: 16.06.1969


 English version:
Theory of Probability and its Applications, 1971, 16:1, 126–140

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