Asymptotic properties of linear functions of order statistics (Q1107232): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of linear functions of order statistics |
scientific article |
Statements
Asymptotic properties of linear functions of order statistics (English)
0 references
1988
0 references
Let \(X_{r:n}\) be the r-th order statistic of a sample of size n. Let \(T_ n\) be the arithmetical mean of \(J(r/(n+1))h(X_{r:n})\), where both J(.) and h(.) are some smooth functions (specified in the paper). The authors establish an almost sure approximation to \(T_ n\), from which asymptotic normality and an iterated logarithm theorem are deduced.
0 references
linear functions of order statistics
0 references
almost sure representation
0 references
Wiener process embedding
0 references
invariance principle
0 references
arithmetical mean
0 references
smooth functions
0 references
almost sure approximation
0 references
asymptotic normality
0 references
iterated logarithm theorem
0 references
