| CONVERGENCE RATE OFDISTRIBUTIONS OF TRIMMED SUMS |
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| 作者姓名： | Qi Yongcheng Cheng Shihong |
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| 作者单位： | DepartmentofProbability＆Statistics,BeijingUniversity,Beijing100871,China. |
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| 摘 要： | 1.IntroductionLet{Xn,n2l}beasequenceofi.i.d.randomvariableswithnondegeneratedistributionF.Fornonnegativeintegersk.andrn,k. rn
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| 关 键 词： | 收敛率 截断和 顺序统计量 正规逼近 |
| 收稿时间： | 1993/5/22 0:00:00 |
| 修稿时间： | 1995/5/30 0:00:00 |
CONVERGENCE RATE OF DISTRIBUTIONS OF TRIMMED SUMS |
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| Qi Yongcheng,Cheng Shihong.CONVERGENCE RATE OFDISTRIBUTIONS OF TRIMMED SUMS[J].Chinese Annals of Mathematics,Series B,1996,17(3):349-364. |
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| Authors: | Qi Yongcheng and Cheng Shihong |
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| Institution: | Department of Probability \& Statistics, Beijing University,
Beijing 100871, China. |
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| Abstract: | The authors first derive the normal expansion of the joint density function of two orderstatistics from the uniform distribution and then, using the approximation, establish a wayto estimate the normal convergence rate for trimmed sums. For applications, the convergencerates for the intermediately trimmed sums and heavily trimmed surns are found out. |
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| Keywords: | Trimmed sum Order statistics Convergence rate Normal approximation |
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