The Asymptotic Distribution of Intermediate Sums
Csorgo, Sandor ; Mason, David M.
Ann. Probab., Tome 22 (1994) no. 4, p. 145-159 / Harvested from Project Euclid
Let $X_{1,n} \leq \cdots \leq X_{n,n}$ be the order statistics of $n$ independent random variables with a common distribution function $F$ and let $k_n$ be positive numbers such that $k_n \rightarrow \infty$ and $k_n/n \rightarrow 0$ as $n \rightarrow \infty$, and consider the sums $I_n(a, b) = \sum^{\lbrack bk_n\rbrack}_{i=\lbrack ak_n\rbrack+1} X_{n+1-i,n}$ of intermediate order statistics, where $0 < a < b$. We find necessary and sufficient conditions for the existence of constants $A_n > 0$ and $C_n$ such that $A^{-1}_n(I_n(a,b) - C_n)$ converges in distribution along subsequences of the positive integers $\{n\}$ to nondegenerate limits and completely describe the possible subsequential limiting distributions.
Publié le : 1994-01-14
Classification:  Sums of intermediate order statistics,  asymptotic distribution,  stochastic compactness of maxima,  60F05
@article{1176988852,
     author = {Csorgo, Sandor and Mason, David M.},
     title = {The Asymptotic Distribution of Intermediate Sums},
     journal = {Ann. Probab.},
     volume = {22},
     number = {4},
     year = {1994},
     pages = { 145-159},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988852}
}
Csorgo, Sandor; Mason, David M. The Asymptotic Distribution of Intermediate Sums. Ann. Probab., Tome 22 (1994) no. 4, pp.  145-159. http://gdmltest.u-ga.fr/item/1176988852/