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Limit Distributions of the Minimax of Independent Identically Distributed Random Variables
1965
Transactions of the American Mathematical Society
Preserved Fulltext
The class of limiting distributions of the normalized minimax (or maximin) of independent identically distributed random variables is obtained and the domains of attraction of the three limiting types are characterized. Asymptotic independence of the minimax and maximin is also demonstrated.
doi:10.2307/1994129
fatcat:bp3pcxtj7zderiazrvorndfzl4