Poisson Convergence for Dissociated Statistics
研究了独立但未必同分布随机变量比较中“大”值数量的泊松极限定理,比较方式可不同且依赖于被比较变量,并应用于大量相关系数的评估。
SUMMARY A Poisson limit theorem is derived for the number of “large” values observed among comparisons of independent, but not necessarily identically distributed random variables. The comparisons made need not be the same and may depend on the two variables being compared. An application to the assessment of large numbers of correlation coefficients is given.