The Asymptotic Distribution of Trimmed Sums
نویسندگان
چکیده
منابع مشابه
The asymptotic distribution of randomly weighted sums and self - normalized sums ∗
We consider the self-normalized sums Tn = ∑n i=1 XiYi/ ∑n i=1 Yi, where {Yi : i ≥ 1} are non-negative i.i.d. random variables, and {Xi : i ≥ 1} are i.i.d. random variables, independent of {Yi : i ≥ 1}. The main result of the paper is that each subsequential limit law of Tn is continuous for any non-degenerate X1 with finite expectation, if and only if Y1 is in the centered Feller class.
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We prove a functional central limit theorem for modulus trimmed i.i.d. variables in the domain of attraction of a nonnormal stable law. In contrast to the corresponding result under ordinary trimming, our CLT contains a random centering factor which is inevitable in the nonsymmetric case. The proof is based on the weak convergence of a two-parameter process where one of the parameters is time a...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1988
ISSN: 0091-1798
DOI: 10.1214/aop/1176991780