The functional law of the iterated logarithm for the empirical process based on sample means (Q5939316)
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scientific article; zbMATH DE number 1625600
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English | The functional law of the iterated logarithm for the empirical process based on sample means |
scientific article; zbMATH DE number 1625600 |
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The functional law of the iterated logarithm for the empirical process based on sample means (English)
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23 May 2002
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For a scheme of i.i.d. random variables (mean \(\mu\), variance \(\sigma^2>0\)) \(\{X_{i,j}\mid i,j \geq 1\}\) the empirical distributions \(\Phi_{N,n}\) of \((Z_{1,N}, \cdots , Z_{N,n})\) where \(Z_{i,n}=n^{-1/2}\sum_{j=1}^n (X_{i,j}-\mu)/\sigma\) are shown to satisfy a functional law of the iterated logarithm.
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functional law of the iterated logarithm
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central limit theorem
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