Linear Bounds on the Empirical Distribution Function
Shorack, Galen R. ; Wellner, Jon A.
Ann. Probab., Tome 6 (1978) no. 6, p. 349-353 / Harvested from Project Euclid
Let $\Gamma_n$ denote the empirical df of a sample from the uniform (0, 1) df $I$. Let $\xi_{nk}$ denote the $k$th smallest observation. Let $\lambda_n > 1$. Let $A_n$ denote the event that $\Gamma_n$ intersects the line $\lambda_n I$ on [0, 1] and let $B_n$ denote the event that $\Gamma_n$ intersects the line $I/\lambda_n$ on $\lbrack\xi_{n1}, 1\rbrack$. Conditions on $\lambda_n$ are given that determine whether $P(A_n \mathrm{i.o.})$ and $P(B_n \mathrm{i.o.})$ equal 0 or 1. Results for $A_n$ (for $B_n$) are related to upper class sequences for $1/(n\xi_{n1})$ (for $n\xi_{n2})$. Upper class sequences for $n\xi_{nk}$, with $k > 1$, are characterized. In the case of nonidentically distributed random variables, we present the result analogous to $P(A_n \mathrm{i.o.}) = 0$.
Publié le : 1978-04-14
Classification:  Empirical process,  linear bounds,  upper class characterizations,  $k$th smallest order statistic,  non i.i.d. case,  60F15,  60G17,  62G30
@article{1176995582,
     author = {Shorack, Galen R. and Wellner, Jon A.},
     title = {Linear Bounds on the Empirical Distribution Function},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 349-353},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995582}
}
Shorack, Galen R.; Wellner, Jon A. Linear Bounds on the Empirical Distribution Function. Ann. Probab., Tome 6 (1978) no. 6, pp.  349-353. http://gdmltest.u-ga.fr/item/1176995582/