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A COMPLETE SOLUTION FOR WEAK CONVERGENCE OF HEAVILY TRIMMED SUMS

A COMPLETE SOLUTION FOR WEAK CONVERGENCE OF HEAVILY TRIMMED SUMS
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摘要 Let {X<sub>n</sub>, n≥1} be a sequence of iidrvs with a common df F and for every n, let X<sub>n,1</sub>≤…≤X<sub>n,n</sub> denote the order statistics of X<sub>1</sub>,…, X<sub>n</sub>. Consider the sums S<sub>n</sub><sup>*</sup> =sum from k=k<sub>n</sub>+1 to l<sub>n</sub>(X<sub>n</sub>,k), n≥1, where k<sub>n</sub> and l<sub>n</sub> satisfy k<sub>n</sub>/(n+1)→a and l<sub>n</sub>/(n+1)→b for some 0【a【b【1.This paper gives necessary and sufficient conditions for (S<sub>n</sub><sup>*</sup>- (n+1) M(k<sub>n</sub>/(n+1), l<sub>n</sub>/(n+1))/(n+1)<sup>1/2</sup>to converge weakly to a df G, whereM(s, t) = integral from n=s to t(F<sup>-</sup>(w)dw) forr 0【s【t【1;F<sup>-</sup>(t) = inf{x:F(x)≥t}. Let {X_n, n≥1} be a sequence of iidrvs with a common df F and for every n, let X_(n,1)≤…≤X_(n,n) denote the order statistics of X_1,…, X_n. Consider the sums S_n~* =sum from k=k_n+1 to l_n(X_n,k), n≥1, where k_n and l_n satisfy k_n/(n+1)→a and l_n/(n+1)→b for some 0<a<b<1.This paper gives necessary and sufficient conditions for (S_n~*- (n+1) M(k_n/(n+1), l_n/(n+1))/(n+1)^(1/2)to converge weakly to a df G, whereM(s, t) = integral from n=s to t(F^-(w)dw) forr 0<s<t<1;F^-(t) = inf{x:F(x)≥t}.
作者 程士宏
机构地区 Peking University
出处 《Science China Mathematics》 SCIE 1992年第6期641-656,共16页 中国科学:数学(英文版)
关键词 trimmed SUMS WEAK convergence. trimmed sums weak convergence.
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