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):

• Rajaram,Navaratna 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:

• *STOCHASTIC PROCESSES
• *NONPARAMETRIC STATISTICS
• *RANK ORDER STATISTICS
• MULTIVARIATE ANALYSIS
• RANDOM VARIABLES
• INTEGRALS
• GAUSSIAN NOISE
• THESES
• REGRESSION ANALYSIS
• WEIGHTING FUNCTIONS
• ASYMPTOTIC NORMALITY
• HILBERT SPACE
• THEOREMS
• WEAK CONVERGENCE
• LYAPUNOV FUNCTIONS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE