Accession Number:
ADA037099
Title:
Stochastic Integrals of Weighted Empirical Processes and an Application to the Limiting Distribution of Linear Rank Statistics under Alternatives.
Descriptive Note:
Interim rept.,
Corporate Author:
INDIANA UNIV BLOOMINGTON DEPT OF MATHEMATICS
Personal Author(s):
Report Date:
1976-09-01
Pagination or Media Count:
102.0
Abstract:
The phenomenon of Gaussian noise is examined by viewing it as the limiting action of a sequence of disturbances caused by finitely many random variables acting on a certain function space. A central limit theorem for white noise is proved. A connection between such noise phenomenon and the asymptotic behavior of certain rank statistics is exposed.
Descriptors:
Subject Categories:
- Statistics and Probability