UNIFORM MODERATE DEVIATION OF SAMPLE QUANTILES AND 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...
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Suppose that X1, · · · , Xn are i.i.d. random variables with distribution function F . It is well known that if F is differentiable at the α-quantile q(α) with F (q(α)) > 0 then the sample quantile is asymptotically normal. In this note we compare this standard quantile estimator to one obtained by taking weighted averages of sample quantiles from non-overlapping subsamples or from balanced ove...
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ژورنال
عنوان ژورنال: Bulletin of the Korean Mathematical Society
سال: 2014
ISSN: 1015-8634
DOI: 10.4134/bkms.2014.51.5.1399