Generalized Order Statistics Under Finite Mixture Models. Asymptotic Theory and Applications

      Аннотация: Finite mixture models have provided a mathematical-based approach in statistical modeling in a wide variety of random phenomena. FMM have been applied in astronomy, biology, genetic, medicine, psychiatry, economics, engineering and marketing, among many other fields in the biological, physical and social science. Kamps suggested a new theoretical approach, which is called generalized order statistics (GOS). This new model includes ordinary order statistics, sequential order statistics, progressive order statistics and record value. The main purpose of this book is to investigate the asymptotic behavior of the ordinary order statistics, generalized order statistics and dual generalized order statistics based on a random sample drawn from a finite mixture population with k components under general normalization. I obtain a sufficient conditions for this weak convergence, as well as the limit forms. Sufficient conditions are given to guarantee the existence of the weak convergence to non-degenerate distribution when the components are normalized by different normalization constants (linear-nonlinear). Illustrative examples of the most practically important distributions are obtained.

Ключевые слова: Order Statistics, Generalized order statistics, finite mixture models, dual generalized order statistics, Asymptotic Theory, Domains of Attraction, General Normalization.