LIMIT BEHAVIORS OF THE DEVIATION BETWEEN THE SAMPLE QUANTILES AND THE QUANTILE

被引：9
|
作者：
Xu, Shoufang [1 ]
Miao, Yu [2 ]
机构：
[1] Xinxiang Univ, Dept Math, Xinxiang 453000, Henan Province, Peoples R China
[2] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan Province, Peoples R China
来源：
FILOMAT | 2011年 / 25卷 / 02期
基金：
中国国家自然科学基金;
关键词：
p-quantile; sample p-quantile; large deviation; moderate deviation; Bahadur asymptotic efficiency; FISHER INFORMATION; REPRESENTATION;
D O I：
10.2298/FIL1102197X
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article, we discuss the limit behaviors for the deviation between the sample p-quantile (xi) over cap (np) and the p-quantile xi(p) by sampling from a sequence of independent and identically distributed samples of size n. The moderate deviation, large deviation and Bahadur asymptotic efficiency for ((xi) over cap (pn)-xi(p)) are established under some weak conditions.
引用
收藏
页码：197 / 206
页数：10
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