首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Asymptotic independence of distributions of normalized order statistics of the underlying probability measure
Authors:R-D Reiss
Institution:University of Siegen, Siegen, West Germany
Abstract:Let n denote the sample size, and let ri ∈ {1,…,n} fulfill the conditions ri ? ri?1 ≥ 5 for i = 1,…,k. It is proved that the joint normalized distribution of the order statistics Zri:n, i = 1,…,k, is independent of the underlying probability measure up to a remainder term of order O((kn)12). A counterexample shows that, as far as central order statistics are concerned, this remainder term is not of the order O((kn)12) if ri ? ri?1 = 1 for i = 2,…,k.
Keywords:Normalized order statistics  uniform distance of measures over all Borel sets  60 F 05  62 G 35
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号