An asymptotic representation of the sample distribution function
نویسندگان
چکیده
منابع مشابه
asymptotic property of order statistics and sample quntile
چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
15 صفحه اولAsymptotic algorithm for computing the sample variance of interval data
The problem of the sample variance computation for epistemic inter-val-valued data is, in general, NP-hard. Therefore, known efficient algorithms for computing variance require strong restrictions on admissible intervals like the no-subset property or heavy limitations on the number of possible intersections between intervals. A new asymptotic algorithm for computing the upper bound of the samp...
متن کاملAsymptotic Joint Distribution of Sample Mean and a Sample Quantile
1. Introduction. The joint asymptotic distribution of the sample mean and the sample median was found by Laplace almost 200 years ago. See Stigler [2] for an interesting historical discussion of this achievement. For a review of other work on this problem, see derive the asymptotic joint distribution of the sample mean and an arbitrary quantile. It is hoped that the proof may be new and of inte...
متن کاملAsymptotic Expansions For The Distribution Function Of The Sample Median Constructed From A Sample With Random Size
Statistical regularities of the information flows in contemporary communication, computational and other information systems are characterized be the presence of the so-called “heavy tails”. The outlying observations make the traditional moment-type location estimators inaccurate. In this case the robust median-type location estimators are preferable. On the other hand, the random character of ...
متن کاملAsymptotic distribution of the sample average value-at-risk
In this paper, we prove a result for the asymptotic distribution of the sample average value-at-risk (AVaR) under certain regularity assumptions. The asymptotic distribution can be used to derive asymptotic confidence intervals when AV aR2(X) is calculated by the Monte Carlo method which is adopted in many risk management systems. We study the effect of the tail behavior of the random variable ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bulletin of the American Mathematical Society
سال: 1969
ISSN: 0002-9904
DOI: 10.1090/s0002-9904-1969-12237-8