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arXiv · 0906.2334

The asymptotic distribution of a cluster-index for i.i.d. normal random variables

Yannis G. Yatracos
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Abstract

In a sample variance decomposition, with components functions of the sample's spacings, the largest component $\tilde{I}_n$ is used in cluster detection. It is shown for normal samples that the asymptotic distribution of $\tilde{I}_n$ is the Gumbel distribution.

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Yannis G. Yatracos. 2009-06-12. The asymptotic distribution of a cluster-index for i.i.d. normal random variables. https://doi.org/10.1214/08-aap553

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