On Some Convergence Properties of One-Sample Rank Order Statistics
Sen, Pranab Kumar
Ann. Math. Statist., Tome 41 (1970) no. 6, p. 2140-2143 / Harvested from Project Euclid
For a broad class of one-sample rank order statistics, almost sure (a.s.) convergence and exponential bounds for the probability of large deviations, when the basic random variables are not necessarily identically distributed, are established here. In this context, extending a result of Brillinger (1962) to the case of non-iidrv (independent and identically distributed random variables), a result on the a.s. convergence of sample means for a double sequence of random variables is derived. These results are of importance for the study of the properties of sequential tests and estimates based on rank order statistics.
Publié le : 1970-12-14
Classification: 
@article{1177696716,
     author = {Sen, Pranab Kumar},
     title = {On Some Convergence Properties of One-Sample Rank Order Statistics},
     journal = {Ann. Math. Statist.},
     volume = {41},
     number = {6},
     year = {1970},
     pages = { 2140-2143},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177696716}
}
Sen, Pranab Kumar. On Some Convergence Properties of One-Sample Rank Order Statistics. Ann. Math. Statist., Tome 41 (1970) no. 6, pp.  2140-2143. http://gdmltest.u-ga.fr/item/1177696716/