Accession Number:

AD0738339

Title:

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

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV CHAPEL HILL

Personal Author(s):

Report Date:

1971-12-01

Pagination or Media Count:

23.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE