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A general law of moment convergence rates for uniform empirical process
Authors:Qing Pei Zang  Wei Huang
Institution:School of Mathematical Science, Huaiyin Normal University,Huai'an 223300, P. R. China
Abstract:Let {X n ; n ≥ 1} be a sequence of independent and identically distributed U0,1]-distributed random variables. Define the uniform empirical process $F_n (t) = n^{ - \tfrac{1} {2}} \sum\nolimits_{i = 1}^n {(I_{\{ X_i \leqslant t\} } - t),0} \leqslant t \leqslant 1,\left\| {F_n } \right\| = \sup _{0 \leqslant t \leqslant 1} \left| {F_n (t)} \right| $F_n (t) = n^{ - \tfrac{1} {2}} \sum\nolimits_{i = 1}^n {(I_{\{ X_i \leqslant t\} } - t),0} \leqslant t \leqslant 1,\left\| {F_n } \right\| = \sup _{0 \leqslant t \leqslant 1} \left| {F_n (t)} \right| . In this paper, the exact convergence rates of a general law of weighted infinite series of E {‖F n ‖ − ɛg s (n)}+ are obtained.
Keywords:Moment convergence rates  uniform empirical process  Brownian bridge
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