Strong Law of Large Numbers for Measures of Central Tendency and Dispersion of Random Variables in Compact Metric Spaces
Sverdrup-Thygeson, Harald
Ann. Statist., Tome 9 (1981) no. 1, p. 141-145 / Harvested from Project Euclid
Given a sample of independent random variables $Z_1, Z_2, \cdots, Z_n$ with identical distribution $p$ on a compact metric space $(M, d)$, a measure of central tendency is a sample centroid (of order $r > 0$) defined as a point $\hat{X}_n$ in $M$ satisfying $\frac{1}{n} \sum^n_{i=1} d^r(\hat{X}_n, Z_i) = \inf_{x \in M} \frac{1}{n} \sum^n_{i=1} d^r(x, Z_i).$ A (population) centroid of $Z$ is any point $x^\ast$ in $M$ such that $\int_M d^r(x^\ast, z) dp(z) = \inf_{x \in M} \int_M d^r(x, z) dp(z).$ The quantity $\frac{1}{n} \sum^n_{i=1} d^r(\hat{X}_n, Z_i)$ itself is called the sample variation, whereas $\int_M d^r(x^\ast, z) dp(z)$ is the variation of $Z$. This paper establishes almost sure convergence for the sample centroid and variation to the corresponding population values for all orders $r > 0$. Convergence is also proved for the case when the sample centroid is restricted to be one of the sample values.
Publié le : 1981-01-14
Classification:  Strong law of large numbers,  compact metric space,  central tendency,  dispersion,  centroid,  60F15,  60B99
@article{1176345340,
     author = {Sverdrup-Thygeson, Harald},
     title = {Strong Law of Large Numbers for Measures of Central Tendency and Dispersion of Random Variables in Compact Metric Spaces},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 141-145},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345340}
}
Sverdrup-Thygeson, Harald. Strong Law of Large Numbers for Measures of Central Tendency and Dispersion of Random Variables in Compact Metric Spaces. Ann. Statist., Tome 9 (1981) no. 1, pp.  141-145. http://gdmltest.u-ga.fr/item/1176345340/