On the Convergence of the Number of Exceedances of Nonstationary Normal Sequences

It is known that the number of exceedances of normal sequences is asymptotically a Poisson random variable, under certain restrictions. We analyze the rate of convergence to the Poisson limit and extend the result known in the stationary case to nonstationary normal sequences by using the Stein-Chen...

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Detalles Bibliográficos
Autores principales: Hüsler, J., Kratz, M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345283/
https://www.ncbi.nlm.nih.gov/pubmed/37405288
http://dx.doi.org/10.6028/jres.099.051
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author Hüsler, J.
Kratz, M.
author_facet Hüsler, J.
Kratz, M.
author_sort Hüsler, J.
collection PubMed
description It is known that the number of exceedances of normal sequences is asymptotically a Poisson random variable, under certain restrictions. We analyze the rate of convergence to the Poisson limit and extend the result known in the stationary case to nonstationary normal sequences by using the Stein-Chen method. In addition, we consider the cases of exceedances of a constant level as well as of a particular nonconstant level.
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spelling pubmed-83452832023-07-03 On the Convergence of the Number of Exceedances of Nonstationary Normal Sequences Hüsler, J. Kratz, M. J Res Natl Inst Stand Technol Article It is known that the number of exceedances of normal sequences is asymptotically a Poisson random variable, under certain restrictions. We analyze the rate of convergence to the Poisson limit and extend the result known in the stationary case to nonstationary normal sequences by using the Stein-Chen method. In addition, we consider the cases of exceedances of a constant level as well as of a particular nonconstant level. [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994 /pmc/articles/PMC8345283/ /pubmed/37405288 http://dx.doi.org/10.6028/jres.099.051 Text en https://creativecommons.org/publicdomain/zero/1.0/The Journal of Research of the National Institute of Standards and Technology is a publication of the U.S. Government. The papers are in the public domain and are not subject to copyright in the United States. Articles from J Res may contain photographs or illustrations copyrighted by other commercial organizations or individuals that may not be used without obtaining prior approval from the holder of the copyright.
spellingShingle Article
Hüsler, J.
Kratz, M.
On the Convergence of the Number of Exceedances of Nonstationary Normal Sequences
title On the Convergence of the Number of Exceedances of Nonstationary Normal Sequences
title_full On the Convergence of the Number of Exceedances of Nonstationary Normal Sequences
title_fullStr On the Convergence of the Number of Exceedances of Nonstationary Normal Sequences
title_full_unstemmed On the Convergence of the Number of Exceedances of Nonstationary Normal Sequences
title_short On the Convergence of the Number of Exceedances of Nonstationary Normal Sequences
title_sort on the convergence of the number of exceedances of nonstationary normal sequences
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345283/
https://www.ncbi.nlm.nih.gov/pubmed/37405288
http://dx.doi.org/10.6028/jres.099.051
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