Abstract

Let {X n, n⩾1} be a sequence of independent random variables with common continuous distribution function F and a n,b n,n∈ N constants. In this short note an asymptotic evaluation of P{ max 1⩽i⩽n X i⩽a nX 1+b n} is obtained by imposing certain restrictions on the distribution function F and both a n , b n .

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