Large Deviations of Goodness of Fit Statistics and Linear Combinations of Order Statistics
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 اولSample Path Large Deviations for Order Statistics
We consider the sample paths of the order statistics of independent and identically distributed random variables with common distribution function F . If F is strictly increasing but possibly having discontinuities, we prove that the sample paths of the order statistics satisfy the large deviation principle in the Skorokhod M1 topology. Sanov’s theorem is deduced in the SkorokhodM ′ 1 topology ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1981
ISSN: 0091-1798
DOI: 10.1214/aop/1176994268