Accession Number:
ADA052314
Title:
Asymptotic Behavior of Intermediate Order Statistics: The Infinite Endpoint Case.
Descriptive Note:
Technical rept.,
Corporate Author:
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
Personal Author(s):
Report Date:
1977-10-01
Pagination or Media Count:
14.0
Abstract:
Suppose X1, X2, ... is a sequence of independent and identically distributed random variables with marginal distribution function Fx PX1 or x satisfying Fx 0 for all real x. Let Xk sub n superscript n denote the k sub nth smallest order statistic of the sample X1, ..., Xn, where k sub nn approaches 0 as n approaches infinity. An almost sure representation of Xk sub n superscript n in terms of the empirical distribution function is established. The conditions imposed upon F include those under which it is known that Xk sub n superscript n is asymptotically normal. From the representation the law of the iterated logarithm for Xk sub n superscript n is obtained. Examples illustrating the general result are presented. Author
Descriptors:
Subject Categories:
- Statistics and Probability