The law of the iterated logarithm and central limit theorem for \(L\)-statistics (Q5947224)

Let \(\{X_n\), \(n\geq 1\}\) denote a sequence of independent identically distributed random variables and \(X_{1 :n} \leq X_{2 :n}\leq \ldots \leq X_{n :n}\) be the order statistics of \(X_1, X_2,\ldots , X_n \). For some real-valued function \(H\) the statistics of the form \(L_n={1\over n}\sum_{i=1}^n c_{in} H(X_{i :n})\) are considered. Here weights \(c_{in}, 1\leq i\leq n\), are real numbers. The central limit theorem, the law of iterated logarithm and the strong law of large numbers are proved. The results are used to obtain necessary and sufficient conditions for almost sure convergence and for convergence in distribution of some well-known \(L\)-statistics and \(U\)-statistics, including Gini's mean difference statistic.