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Competitive Stats
Q152Section III (Statistics)152 of 190

Asymptotic normality of an order statistic near the first quartile of a Pareto-type distribution

Suppose {X1,X2,…,Xn}\{X_1,X_2,\dots,X_n\} are independent and identically distributed random variables each having the probability density function f(x)=θ/x2,x≥θf(x)=\theta/x^2, x\ge\theta. Then:

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