scientific article; zbMATH DE number 1409917

MaRDI QIDQ4940338zbMATH OpenFDO

Authors Dietmar Ferger

Publication date 2 March 2000

zbMATH Keywords

distributions of argmaxempirical processesorder statistics

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Review text

In this paper the author considers the empirical process \[ \alpha_n(t)=n^{-1/2}\sum_{j=1}^n(1_{\{U_i\leq t\}} -t),\quad t\in[0,1], \] where \(U_i\) are independent uniformly on [0,1] distributed random variables. A new proof of the fact that \(\tau_n=\text{arg max} \alpha_n(t)\) is uniformly distributed on [0,1] is presented. The proof is based on the order statistics distributions.

Recommendations

• scientific article; zbMATH DE number 28608
• Locations of extreme values of the empirical process
• scientific article; zbMATH DE number 426242
• scientific article; zbMATH DE number 4058645
• Moment convergence rates for the uniform empirical process and the uniform sample quantile process

Cited in

(2)

• On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments
• Strong laws for L_p-norms of empirical and related processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4940338)