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Results tagged with st.statistics
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user 34435
Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.
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Maximum of a sequence of $n$ positive random variables where variance is an increasing funct...
From considerations above, I would guess that, when $n=o(\sigma(n))$, $T^{\star}(n)=\mu+\tfrac{\sigma(n)}{\mu}$ satisfies $$\lim_n\mathbb{P}(X_{max}\ge T^{\star}(n))=1,$$
for any array $X^n_i$ meeting …
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