Conditional Limits of Lp scale Mixture Distributions
نویسنده
چکیده
In this paper we introduce the class of Lp scale mixture random vectors which includes beta-independent random vectors and Lp Dirichlet ones. We derive several conditional limit results assuming that the associated random radius of the Lp scale mixture random vectors have distribution function in the max-domain of attraction of a univariate extreme value distribution function. As an application we obtain the joint asymptotic distribution of concomitants of order statics considering Lp scale mixture random samples. AMS 2000 subject classification: Primary 60F05; Secondary 60G70, 62E20, 62H05.
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