
Accession Number : ADA328387
Title : The Law of the Iterated Logarithm and Central Limit Theorem for LStatistics.
Descriptive Note : Technical rept.,
Corporate Author : PENNSYLVANIA STATE UNIV UNIVERSITY PARK CENTER FOR MULTIVARIATE ANALYSIS
Personal Author(s) : Li, Deli ; Rao, M. B. ; Tomkins, R. J.
PDF Url : ADA328387
Report Date : JUL 1997
Pagination or Media Count : 34
Abstract : The main idea in this paper is that we devise an effective way of combining the Smirnov's law of the iterated logarithm for empirical processes, and some wellknown results of limit behavior of Lstatistics to establish new results on the central limit theorem, law of the iterated logarithm, and strong law of large numbers, for Lstatistics. We show further that this approach can be pursued profitably to obtain necessary and sufficient conditions for either almost sure convergence or convergence in distribution of some wellknown Lstatistics and Ustatistics. A law of the logarithm for weighted sums of order statistics is stated with no proof.
Descriptors : *ORDER STATISTICS, *STATISTICAL PROCESSES, RANDOM VARIABLES, STATISTICAL SAMPLES, CONVERGENCE, STATISTICAL DISTRIBUTIONS, LOGARITHM FUNCTIONS, ITERATIONS, DISTRIBUTION FUNCTIONS.
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE