摘要
设是独立同分布随机变量列,是X_1,…,X_n的次序统计量。对非负实数p_n,q_n和满足的整数l_n,r_n,令当满足l_n≡l(l是一给定的正整数)或l_n→但l_n/(n+1)→0,同时满足n──r_n+1→∞但r_n/(n+1)→λ∈(0,1]时,我们讨论了标准化后之和以的渐近分布问题。关于截断和及修正截断和的结果将作为特例给出。特别地,我们改进了格里芬关于修正截断和渐近正态性的结论;对于他的一个猜测也作出了正面的回答。
et be a sequence of i. i. d. random variables with a common nondegenerated. f. , for each , denote as the order statistics of X_1 , ... ,X_n and for integers and nonnegative real numbers p_n and q_n , define Assume that satisfies either l_n=l for all (l is a fixed positive integer) , orl_n→∞ and l_n/(n+1)→0 and that satisfies n─r_n+ 1→∞ and Wewill discuss asymptotic distributions of normalized sums . Results ontrimmed sums and winsorized sums will be obtained as special cases of the above sums. Especial-ly,we will improve a Griffin's result on asymptotic normality of winsorized sums and give a posi-tive reply for one of his conjectures.
出处
《北京大学学报(自然科学版)》
CAS
CSCD
北大核心
1995年第3期255-276,共22页
Acta Scientiarum Naturalium Universitatis Pekinensis
基金
国家自然科学基金和博士点基金
关键词
次序统计量
渐近分布
统计量
随机变量
Trimmed sums
winsorized sums
stochastic compactness
asymptotic normality