Abstract
For a spherically symmetric multivariate normal random sample, the asymptotic distribution of the largest interpoint Euclidean distance is derived. The number of interpoint distances exceeding a high level is shown to have a limiting Poisson distribution.
Citation
Peter C. Matthews. Andrew L. Rukhin. "Asymptotic Distribution of the Normal Sample Range." Ann. Appl. Probab. 3 (2) 454 - 466, May, 1993. https://doi.org/10.1214/aoap/1177005433
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