A note on weak convergence of mean residual life of stationary mixing random variables |
| |
Authors: | Ibrahim A Ahmad |
| |
Institution: | Department of Mathematical Sciences, University of Petroleum and Minerals, Dhahran, Saudi Arabia |
| |
Abstract: | For a sequence of strictly stationary uniform or strong mixing we estimate the mean residual time of the marginal distribution from the first n observations. Under appropriate conditions it is shown that the estimate converges weakly to a well-defined Gaussian process even when the sample size is random. |
| |
Keywords: | 62P10 62G05 62E20 |
本文献已被 ScienceDirect 等数据库收录! |