Uniform convergence of sums of order statistics to stable laws (Q1093242)
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English | Uniform convergence of sums of order statistics to stable laws |
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Uniform convergence of sums of order statistics to stable laws (English)
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1988
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Let \(X_ 1,X_ 2,..\). denote an i.i.d. sequence of real valued random variables which ly in the domain of attraction of a stable law Q with index \(0<\alpha <1\). Under a von Mises condition we show that the sum of order statistics \[ a_ n^{-1}(\sum ^{k(n)}_{i=1}X_{i:n}+\sum ^{n}_{i=n+1-r(n)}X_{i:n}) \] converges to Q with respect to the norm of total variation if for instance min(k(n),r(n))\(\to \infty\).
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domain of attraction of a stable law
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von Mises condition
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order statistics
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