A COMPLETE SOLUTION FOR WEAK CONVERGENCE OF HEAVILY TRIMMED SUMS

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程士宏
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[1] Peking University
[2] Beijing
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<正> Let {X_n, n≥1} be a sequence of iidrvs with a common df F and for every n, let Xn,1≤…≤Xn,n denote the order statistics of X1,…, X_n. Consider the sums S_n* =sum from k=k_n+1 to l_n(X_n,k), n≥1, where k_n and l_n satisfy k_n/(n+1)→a and l_n/(n+1)→b for some 0*- (n+1) M(k_n/(n+1), l_n/(n+1))/(n+1)1/2 to converge weakly to a df G, where M(s, t) = integral from n=s to t(F-(w)dw) forr 0-(t) = inf{x:F(x)≥t}.
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