ON STABILITY OF INTERMEDIATE ORDER-STATISTICS

被引:5
|
作者
GATHER, U
TOMKINS, J
机构
[1] UNIV DORTMUND,DEPT STAT,D-44221 DORTMUND,GERMANY
[2] UNIV REGINA,DEPT MATH & STAT,REGINA,SK S4S 0A2,CANADA
关键词
ADDITIVE AND MULTIPLICATIVE LAWS OF LARGE NUMBERS; TAIL PROPERTIES; LARGE ORDER STATISTICS;
D O I
10.1016/0378-3758(94)00089-1
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let X(kn,n), n epsilon N, with the ratio k(n) over n converging to one and the difference n-k(n) converging to infinity for n tending to infinity, respectively, denote a sequence of intermediate order statistics corresponding to i.i.d. random variables X(1),...,X(n). This paper gives necessary and sufficient conditions for weak additive or multiplicative laws of large numbers for such sequences. These conditions are in terms of the tail behaviour of the underlying distribution function, some of them involving the order of convergence of k(n).
引用
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页码:175 / 183
页数:9
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