Accession Number : AD0738339

Title :   On the Bahadur Representation of Sample Quantiles for Sequences of phi-Mixing Random Variables,

Corporate Author : NORTH CAROLINA UNIV CHAPEL HILL

Personal Author(s) : Sen,Pranab Kumar

Report Date : DEC 1971

Pagination or Media Count : 23

Abstract : The object of the present investigation is to show that the elegant asymptotic almost sure representation of a sample quantile for independent and identically distributed random variables, established by Bahadur (1966) holds for a stationary sequence of phi-mixing random variables. Two different orders of the remainder term, under different phi-mixing conditions, are obtained and used for proving a functional central limit theorem for sample quantiles. It is also shown that the law of iterated logarithm holds for quantiles in stationary phi-mixing processes. (Author)

Descriptors :   (*STATISTICAL ANALYSIS, THEOREMS), SAMPLING, ASYMPTOTIC SERIES, STATISTICAL DISTRIBUTIONS, MULTIVARIATE ANALYSIS, RANDOM VARIABLES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE