A COMPLETE SOLUTION FOR WEAK CONVERGENCE OF HEAVILY TRIMMED SUMS
摘要
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 0ab1.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, where M(s, t) = integral from n=s to t(F~-(w)dw) forr 0st1; F~-(t) = inf{x:F(x)≥t}.
引用本文(GB/T 7714)
Shengxian Cheng. A COMPLETE SOLUTION FOR WEAK CONVERGENCE OF HEAVILY TRIMMED SUMS[J]. 未知来源, 1992.
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